refit {TSdisaggregation} | R Documentation |
Refit LASSO estimate into GLS
Description
This function reduces the bias in LASSO estimates by re-fitting the support back into GLS.
Usage
refit(X, Y, beta)
Arguments
X |
Aggregated indicator series matrix that has been GLS rotated. |
Y |
Low-frequency response vector that has been GLS rotated. |
beta |
Estimate of beta from LARS algorithm for a certain lambda. |
[Package TSdisaggregation version 2.0.0 Index]