R/RV.R

In lucabarbaglia/t-VAR: Penalized Vector AutoRegressions with t-innovations

#' Test data for Large t-VAR
#'
#' A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
#'
#' @docType data
#'
#' @usage data(RV)
#'
#' @format A matrix TxN of log-transformed realized volatilities for N=5 stocks and T=500 observations.
#'
#' @seealso \code{\link{Large.tVAR}} to fit a large t-VAR.
#'
#' @keywords datasets
"RV"