yw.ic {fnets} | R Documentation |
Information criterion for factor-adjusted VAR estimation
Description
Information criterion for factor-adjusted VAR estimation
Usage
yw.ic(
xx,
method = c("lasso", "ds"),
lambda.max = NULL,
var.order = 1,
penalty = NULL,
path.length = 10,
q = 0,
kern.bw = NULL
)
[Package fnets version 0.1.6 Index]