cv_hv: criterion function for hv cross validation in Racine (2000),...
In ruizhima/ABCV: Cross validation for time-series
Description
Usage
Arguments
Value
Description
criterion function for hv cross validation in Racine (2000), JoE
Usage
1
cv_hv(y, p, h, v)
Arguments
y
data
p
number of lags
v
size of validation set = 2v+1
Value
value of criterion function
ruizhima/ABCV documentation built on May 6, 2019, 6:01 p.m.
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Description Usage Arguments Value
Description
criterion function for hv cross validation in Racine (2000), JoE
Usage
1 | cv_hv(y, p, h, v)
|
Arguments
y |
data |
p |
number of lags |
v |
size of validation set = 2v+1 |
Value
value of criterion function
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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