BQ_sh {VARshrink} | R Documentation |
This is a modification of vars::BQ() for the class "varshrinkest".
BQ_sh(x)
x |
An object of class "varshrinkest" obtained by VARshrink(). |
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
BQ_sh(estim)