plotVAR

a sequence of VAR objects (one or more
than one, as from <code>simulateVAR</code> or <code>fitVAR</code>)

the gradient used to plot the matrix. It can be "light" (low =
red -- mid = white -- high = blue) or "dark" (low = red -- mid = black --
high = green)

colors

Plot all the matrices of a VAR model

A wrapper for sparse VAR/VECM time series models estimation
using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped
Absolute Deviation) and MCP (Minimax Concave Penalty).
Based on the work of Sumanta Basu and George Michailidis
<doi:10.1214/15-AOS1315>.

plotVAR: Plot VARs

Description

Usage

Arguments

Value