additive_regression {blin}R Documentation

Fit sparse BLIN model D is matrix of lagged Y (covariates) Y is oservations X is covariates for multiple time periods Returns A, B, beta, Yhat

Description

Fit sparse BLIN model D is matrix of lagged Y (covariates) Y is oservations X is covariates for multiple time periods Returns A, B, beta, Yhat

Usage

additive_regression(Y, X, lag, type = "biten", use_cov = TRUE,
  penalty = 1, whichlambda = "min")

[Package blin version 0.0.1 Index]