full.index: Automatic index builder for regression coefficients

Description Usage Arguments Value Examples

View source: R/FullIndex.R

Description

In our time lagged regression problem, each covariate x_i is either present or absent for all lags, this function makes it easy to only specify the general sparsity, and convert it for all 5 lags. Used for both generation of response, and for the estimation purpose. Caution: so far only for total of 10 covariates!

Usage

1

Arguments

xs

a vector. Index of non 0 covariates

Value

a list of components

xs

The initial indices, also lag0 (at t-0)

in2

Indices for lag1, t-1

in3

Indices for lag2, t-2

in4

Indices for lag3, t-3

in5

Indices for lag4, t-4

Examples

1
2
xs.est <- c(4, 5, 6, 7, 8, 9, 10)
fullindex = full.index(xs.est)

yymmhaha/PackPaper1 documentation built on May 24, 2019, 8:55 a.m.