API for jonlachmann/sparsecoint
Forecasting using sparse cointegration
| Global functions | |
|---|---|
| CVscore.Reg | Source code |
| SparseCointegration_Lasso | Man page Source code |
| calcResiduals | Man page |
| checkExo | Man page |
| ciPlot | Man page Source code |
| crossValidate | Man page |
| determineRank | Man page Source code |
| fit.sparsecoint | Man page |
| fitted.sparsecoint | Man page |
| ginv | Man page |
| lagNames | Man page |
| matrixQuantiles | Man page |
| new_sparsecoint | Man page |
| normalisationUnit | Source code |
| nts.alpha.procrusted | Man page Source code |
| nts.beta | Man page Source code |
| nts.gamma.lassoreg | Man page Source code |
| nts.omega | Man page |
| plot.sparsecoint_pred | Man page |
| predict.sparsecoint | Man page |
| rankSelectionCriterion | Man page Source code |
| rearrangeYX | Man page |
| refit.sparsecoint | Man page |
| residuals.sparsecoint | Man page |
| restrictLambda | Man page |
| samples.predict.sparsecoint | Man page |
| setupData | Man page |
| shiftLag | Man page |
| singlestep.sparsecoint | Man page |
| sparsecoint | Man page Man page |
| sparsecoint-package | Man page |
| summary.sparsecoint | Man page |
