deepvareg: Deep VAR

View source: R/deepvareg.R

deepvaregR Documentation

Deep VAR

Description

Deep VAR

Usage

deepvareg(
  data,
  lags = 1,
  num_units = 50,
  num_layers = 2,
  p_drop_out = 0.5,
  horizon = 1,
  type = "var",
  verbose = 0,
  ...
)

Arguments

type

Author(s)

Patrick Altmeyer


pat-alt/SVAA documentation built on Jan. 19, 2024, 7:45 p.m.