VARshrink (version 0.3.1)

restrict_sh: 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

restrict

Examples

Run this code
# NOT RUN {
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
restrict_sh(estim)
# }

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