var.dantzig {fnets} | R Documentation |
Dantzig selector-type estimator of VAR processes via constrained l1
-minimisation
Description
Dantzig selector-type estimator of VAR processes via constrained l1
-minimisation
Usage
var.dantzig(GG, gg, lambda, symmetric = "min", n.cores = 1)
[Package fnets version 0.1.6 Index]