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