BQ_sh {VARshrink}

BQ function for class "varshrinkest"

Description

This is a modification of vars::BQ() for the class "varshrinkest".

Usage

BQ_sh(x)

Arguments

x

An object of class "varshrinkest" obtained by VARshrink().

See Also

BQ

Examples

data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
BQ_sh(estim)