Man pages for tboonman/eba_lasso_bma
Implementation of several econometric models in high-dimension.
| bagging | Estimates bagging coefficients for a given pre-testing... |
| boosting | Estimate component-wise boosting for dynamic models. |
| BRinf | A dataset used in the examples |
| csr | Estimate the Complete Subset Regressions (CSR) with... |
| fitLambda | Fit the parameter lambda of the Bayesian VAR |
| HDvar | Estimate High-dimensional VARs |
| ic.glmnet | Estimate a GLM with lasso, elasticnet or ridge regularization... |
| identification | Recursive identification of a VAR model |
| irf | VAR ipulse response functions |
| lbvar | Estimate Large Bayesian VARs |
| plot.ic.glmnet | Plot the information criterion curve through the... |
| plot.irf | VAR ipulse response functions |
| predict.bagging | Predict method for bagging objects |
| predict.boosting | Predict method for boosting objects |
| predict.csr | Predict method for csr objects |
| predict.HDeconometricsVAR | Functions for HDeconometricsVAR objects |
| predict.ic.glmnet | Predict method for ic.glmnet objects |
| voldata | A dataset used in the examples |
