additive_regression: Fit sparse BLIN model
D is matrix of lagged Y (covariates)
Y is oservations
X is covariates
for multiple time periods
Returns A, B, beta, Yhat
Description
Fit sparse BLIN model
D is matrix of lagged Y (covariates)
Y is oservations
X is covariates
for multiple time periods
Returns A, B, beta, Yhat