csr: Elliott, Gargano and Timmermann (2013) COMPLETE SUBSET...
In zhan-gao/LasForecast: Time series linear predictive regression
csr R Documentation
Elliott, Gargano and Timmermann (2013) COMPLETE SUBSET REGRESSIONS
Description
Incorporates techniques in section 3.4 This step aims to reduce the
computation burden when K is large, but it is not feasible when K is too
large using standard R functions For example, when K = 50, k = 25, the vector
1:choose(50,25) consumes 941832.4 Gb memory, which is an astronomical number
Future worke: see Boot and Nibbering (2019) Random subspace method.
Usage
csr(y, X, k, C.upper = 5000, intercept = FALSE)
Arguments
y
response variable
X
Predictor matrix
k
subset size
C.upper
maximum number of subsets to be combined
intercept
A boolean: include an intercept term or not
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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.
| csr | R Documentation |
Elliott, Gargano and Timmermann (2013) COMPLETE SUBSET REGRESSIONS
Description
Incorporates techniques in section 3.4 This step aims to reduce the computation burden when K is large, but it is not feasible when K is too large using standard R functions For example, when K = 50, k = 25, the vector 1:choose(50,25) consumes 941832.4 Gb memory, which is an astronomical number Future worke: see Boot and Nibbering (2019) Random subspace method.
Usage
csr(y, X, k, C.upper = 5000, intercept = FALSE)
Arguments
y |
response variable |
X |
Predictor matrix |
k |
subset size |
C.upper |
maximum number of subsets to be combined |
intercept |
A boolean: include an intercept term or not |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.