| restrict_sh {VARshrink} | R Documentation |
Restricted VAR
Description
This is a modification of vars::restrict() for the class "varshrinkest". Warning: THIS CODE IS NOT COMPLETE: this function may raise an error because it ignores shrinkage estimation.
Usage
restrict_sh(x, ...)
Arguments
x |
An object of class "varshrinkest" |
... |
Other arguments to vars::restrict() |
See Also
Examples
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
restrict_sh(estim)
[Package VARshrink version 0.3.1 Index]