baysian_sh: Bayesian Shrikage function

In xinzhou1023/shrinkest: A package for Bayesian Shrinkage Estimator on panel data.

Usage

baysian_sh(lm.loop, lm.pool, data.sign, coef.lower = 0.5, coef.upper = 1.5,
  is.signcheck = T)

Arguments

lm.loop	a list of lm_loop output.
lm.pool	a list of lm_pool output.
data.sign	a data.table class dataset contains coefficient sign check info.
coef.lower	a numeric value of the lower bound of the coefficients after shrinkage to the gloable ones. If value is 0.5, then the lower bound is 50 \item coef.uppera numeric value of the uppper bound of the coefficients after shrinkage to the gloable ones. If value is 1.5, then the upper bound is 150 \item is.signcheckTRUE turns on coefficient sign check. a list of modeling result. It contains the following components: R2: a numeric of R2 from linear model. mape: a numeric of MAPE from linear model. A function of Bayesian shrinkage Estimator.

xinzhou1023/shrinkest documentation built on May 4, 2019, 1:07 p.m.