R package for sparse VAR estimation
-
Updated
Apr 17, 2021 - R
R package for sparse VAR estimation
Hand-made R Functions Mainly for Statistical Data Analysis
LASSO, elastic net, Adaptive LASSO, SCAD methods for determining top predictors for each method
Add a description, image, and links to the scad topic page so that developers can more easily learn about it.
To associate your repository with the scad topic, visit your repo's landing page and select "manage topics."