Man pages for gabrielrvsc/HDeconometrics
Implementation of several econometric models in high-dimension.

baggingEstimates bagging coefficients for a given pre-testing...
boostingEstimate component-wise boosting for dynamic models.
BRinfA dataset used in the examples
csrEstimate the Complete Subset Regressions (CSR) with...
fitLambdaFit the parameter lambda of the Bayesian VAR
HDvarEstimate High-dimensional VARs
ic.glmnetEstimate a GLM with lasso, elasticnet or ridge regularization...
identificationRecursive identification of a VAR model
irfVAR ipulse response functions
lbvarEstimate Large Bayesian VARs
plot.ic.glmnetPlot the information criterion curve through the...
plot.irfVAR ipulse response functions
predict.baggingPredict method for bagging objects
predict.boostingPredict method for boosting objects
predict.csrPredict method for csr objects
predict.HDeconometricsVARFunctions for HDeconometricsVAR objects
predict.ic.glmnetPredict method for ic.glmnet objects
voldataA dataset used in the examples
gabrielrvsc/HDeconometrics documentation built on Jan. 28, 2018, 9:22 a.m.