jonlachmann/sparsecoint: Forecasting using sparse cointegration
Implementing the sparse cointegration algorithm by Wilms and Croux.
Getting started
Browse package contents
Package details |
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| Author | Jon Lachmann |
| Maintainer | Jon Lachmann <jon@lachmann.nu> |
| License | GPL (>= 3) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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