tboonman/eba_lasso_bma: Implementation of several econometric models in high-dimension.

This packages contains a set of functions with methods for the following models: LASSO, Complete Subset Regressions, Boosting for time-series, bagging, VAR and Bayesian VAR.

Getting started

Package details

MaintainerGabriel Vasconcelos <gabrielrvsc@yahoo.com.br>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
tboonman/eba_lasso_bma documentation built on Nov. 5, 2019, 10:01 a.m.