sparsecoint-package: Forecasting using sparse cointegration

sparsecoint-packageR Documentation

Forecasting using sparse cointegration

Description

Implementing the sparse cointegration algorithm by Wilms and Croux.

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.
~~ An overview of how to use the package, including the most important ~~ ~~ functions ~~

Author(s)

Jon Lachmann

Maintainer: Jon Lachmann <jon@lachmann.nu>

References

~~ Literature or other references for background information ~~

See Also

~~ Optional links to other man pages, e.g. ~~ ~~ <pkg> ~~

Examples

# simple examples of the most important functions

jonlachmann/sparsecoint documentation built on April 14, 2022, 10:49 a.m.