| Name : R-specs
| |
| Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 2.7
| Date : 2024-09-12 10:41:52
|
| Group : Development/Libraries/Other
| Source RPM : R-specs-1.0.1-2.7.src.rpm
|
| Size : 0.35 MB
| |
| Packager : (none)
| |
| Summary : Single-Equation Penalized Error-Correction Selector (SPECS)
|
Description :
Implementation of SPECS, your favourite Single-Equation Penalized
Error-Correction Selector developed in Smeekes and Wijler (2021)
< doi:10.1016/j.jeconom.2020.07.021>. SPECS provides a fully automated
estimation procedure for large and potentially (co)integrated datasets.
The dataset in levels is converted to a conditional error-correction
model, either by the user or by means of the functions included in this
package, and various specialised forms of penalized regression can be
applied to the model. Automated options for initializing and selecting
a sequence of penalties, as well as the construction of penalty weights
via an initial estimator, are available. Moreover, the user may choose
from a number of pre-specified deterministic configurations to further
simplify the model building process.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
