Files in namgillee/VARshrink

Shrinkage Estimation Methods for Vector Autoregressive Models

NEWS.md R/Acoef_sh.R R/BQ_sh.R R/Bcoef_sh.R R/Phi.varshrinkest.R R/Psi.varshrinkest.R R/VARshrink.R R/arch.test_sh.R R/calcSSE_Acoef.R R/causality_sh.R R/convPsi2varresult.R R/createVARCoefs_ltriangular.R R/fevd.varshrinkest.R R/h_boot.R R/h_fecov.R R/h_irf.R R/irf.varshrinkest.R R/lm_ShVAR_KCV.R R/lm_full_Bayes_SR.R R/lm_multiv_ridge.R R/lm_semi_Bayes_PCV.R R/logLik.varshrinkest.R R/normality.test_sh.R R/plot.varshirf.R R/predict.varshrinkest.R R/print.varshrinkest.R R/print.varshsum.R R/restrict_sh.R R/roots_sh.R R/serial.test_sh.R R/shrinkVARcoef.R R/simVARmodel.R R/stability_sh.R R/summary.shrinklm.R R/summary.varshrinkest.R README.md man/Acoef_sh.Rd man/BQ_sh.Rd man/Bcoef_sh.Rd man/Phi.varshrinkest.Rd man/VARshrink.Rd man/arch.test_sh.Rd man/calcSSE_Acoef.Rd man/causality_sh.Rd man/convPsi2varresult.Rd man/createVARCoefs_ltriangular.Rd man/fevd.varshrinkest.Rd man/irf.varshrinkest.Rd man/lm_ShVAR_KCV.Rd man/lm_full_Bayes_SR.Rd man/lm_multiv_ridge.Rd man/lm_semi_Bayes_PCV.Rd man/logLik.varshrinkest.Rd man/normality.test_sh.Rd man/predict.varshrinkest.Rd man/print.varshrinkest.Rd man/print.varshsum.Rd man/restrict_sh.Rd man/roots_sh.Rd man/serial.test_sh.Rd man/shrinkVARcoef.Rd man/simVARmodel.Rd man/stability_sh.Rd man/summary.shrinklm.Rd man/summary.varshrinkest.Rd vignettes/article_html_varshrink.Rmd