varSCAD: VAR SCAD
In svazzole/sparsevar: Sparse VAR/VECM Models Estimation
Description
Estimate VAR using SCAD penalty
Usage
1
Arguments
data
the data
p
the order of the VAR
lambdas
a vector containing the lambdas to be used in the fit
opt
a list containing the options
penalty
a string "SCAD" or something else
svazzole/sparsevar documentation built on April 19, 2021, 2:11 p.m.
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Description
Estimate VAR using SCAD penalty
Usage
1 |
Arguments
data |
the data |
p |
the order of the VAR |
lambdas |
a vector containing the lambdas to be used in the fit |
opt |
a list containing the options |
penalty |
a string "SCAD" or something else |
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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