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]