var.lasso {fnets}R Documentation

Lasso-type estimator of VAR processes via l1-regularised M-estimation

Description

Lasso-type estimator of VAR processes via l1-regularised M-estimation

Usage

var.lasso(GG, gg, lambda, symmetric = "min", n.iter = 100, tol = 0)

[Package fnets version 0.1.6 Index]