k.index {DisaggregateTS} | R Documentation |
Index of support for LARS algorithm in high-dimensional settings
Description
This function returns the index where the support of beta coefficients exceeds n_l/2
,
preventing the BIC from becoming erratic in high-dimensional scenarios.
Usage
k.index(coef_matrix, n_l)
Arguments
coef_matrix |
A matrix of beta coefficients, where rows represent different models. |
n_l |
The length of the low-frequency response series. |
Value
The index where the support of beta exceeds \eqn{n_l/2}, or the number of rows of the matrix if no such index is found.
[Package DisaggregateTS version 3.0.1 Index]