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]