fnets (version 0.1.6)

yw.cv: Cross validation for factor-adjusted VAR estimation

Description

Cross validation for factor-adjusted VAR estimation

Usage

yw.cv(
  xx,
  method = c("lasso", "ds"),
  lambda.max = NULL,
  var.order = 1,
  n.folds = 1,
  path.length = 10,
  q = 0,
  kern.bw = NULL,
  n.cores = 1
)