decomposePi: Decompose Pi VECM matrix
In svazzole/sparseVAR: Sparse VAR/VECM Models Estimation
Description
Usage
Arguments
Value
Description
A function to estimate a (possibly big) multivariate VECM time series
using penalized least squares methods, such as ENET, SCAD or MC+.
Usage
1
decomposePi(vecm, rk, ...)
Arguments
vecm
the VECM object
rk
rank
...
options for the function (TODO: specify)
Value
alpha
beta
svazzole/sparseVAR documentation built on April 19, 2021, 2:11 p.m.
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Description Usage Arguments Value
Description
A function to estimate a (possibly big) multivariate VECM time series using penalized least squares methods, such as ENET, SCAD or MC+.
Usage
1 | decomposePi(vecm, rk, ...)
|
Arguments
vecm |
the VECM object |
rk |
rank |
... |
options for the function (TODO: specify) |
Value
alpha
beta
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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