k.index {TSdisaggregation} | R Documentation |
Index of support for LARS algorithm when in high-dimensions
Description
This function prevents the support of beta becoming greater than n_l/2. This heuristic approach prevents erratic values of BIC when in high-dimensions.
Usage
k.index(matrix, n_l)
[Package TSdisaggregation version 2.0.0 Index]