coef.fastVAR.SparseVAR: Coefficients of a SparseVAR model
In jeffwong/fastVAR: fastVAR
Description
The underlying library, glmnet, computes the full path to
the lasso. This means it is computationally easy to
compute the lasso solution for any penalty term. This
function allows you to pass in the desired l1 penalty and
will return the coefficients
Usage
1
2
## S3 method for class 'fastVAR.SparseVAR'
coef(sparseVAR, l1penalty)
Arguments
sparseVAR
an object of class fastVAR.SparseVAR
l1penalty
The l1 penalty to be applied to the
SparseVAR model.
jeffwong/fastVAR documentation built on May 19, 2019, 4:02 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description
The underlying library, glmnet, computes the full path to the lasso. This means it is computationally easy to compute the lasso solution for any penalty term. This function allows you to pass in the desired l1 penalty and will return the coefficients
Usage
1 2 | ## S3 method for class 'fastVAR.SparseVAR'
coef(sparseVAR, l1penalty)
|
Arguments
sparseVAR |
an object of class fastVAR.SparseVAR |
l1penalty |
The l1 penalty to be applied to the SparseVAR model. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.