coef.fastVAR.SparseVARX: Coefficients of a SparseVARX 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.SparseVARX'
coef(sparseVARX, l1penalty)
Arguments
sparseVARX
an object of class fastVAR.SparseVARX
l1penalty
The l1 penalty to be applied to the
SparseVARX model.
jeffwong/fastVAR documentation built on May 19, 2019, 4:02 a.m.
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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.SparseVARX'
coef(sparseVARX, l1penalty)
|
Arguments
sparseVARX |
an object of class fastVAR.SparseVARX |
l1penalty |
The l1 penalty to be applied to the SparseVARX 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.
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