reduce_cube

This is only meant to be a helper function and not meant to be called by
the user itself

internal

Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.

Ines Wilms

bigtime

Sparse Estimation of Large Time Series Models

David S. Matteson

Jacob Bien

Sumanta Basu

Will Nicholson

Enrico Wegner

reduce_cube function

<dl><dt>cube</dt>
<dd>Some 3D array</dd>
<dt>dim3_names</dt>
<dd>Vector of length dim(cube)[3] containing a name for
each slice</dd>
<dt>name</dt>
<dd>What should the column containing the dim3_names be called?</dd></dl>

Arguments

Reduces the third dimension of a cube and returns a data frame — reduce_cube

<dl>

<dt>cube</dt>
<dd>Some 3D array</dd>


<dt>dim3_names</dt>
<dd>Vector of length dim(cube)[3] containing a name for
each slice</dd>


<dt>name</dt>
<dd>What should the column containing the dim3_names be called?</dd>

</dl>

reduce_cube: Reduces the third dimension of a cube and returns a data frame

Description

Usage

Value

Arguments