Files in jonlachmann/sparsecoint

Forecasting using sparse cointegration

LICENSE.md R/alpha.R R/beta.R R/crossvalidation.R R/functions.R R/gamma.R R/ginv.R R/omega.R R/plot.R R/predict.R R/rank.R R/setupdata.R R/sparsecoint.R R/sparsecoint_lasso.R README.md man/SparseCointegration_Lasso.Rd man/calcResiduals.Rd man/checkExo.Rd man/ciPlot.Rd man/crossValidate.Rd man/determineRank.Rd man/fit.sparsecoint.Rd man/fitted.sparsecoint.Rd man/ginv.Rd man/lagNames.Rd man/matrixQuantiles.Rd man/new_sparsecoint.Rd man/nts.alpha.procrusted.Rd man/nts.beta.Rd man/nts.gamma.lassoreg.Rd man/nts.omega.Rd man/plot.sparsecoint_pred.Rd man/predict.sparsecoint.Rd man/rankSelectionCriterion.Rd man/rearrangeYX.Rd man/refit.sparsecoint.Rd man/residuals.sparsecoint.Rd man/restrictLambda.Rd man/samples.predict.sparsecoint.Rd man/setupData.Rd man/shiftLag.Rd man/singlestep.sparsecoint.Rd man/sparsecoint-package.Rd man/sparsecoint.Rd man/summary.sparsecoint.Rd tests/testthat.R tests/testthat/test-buildmodel.R