check_is_var

Check if the input is a var object

A wrapper for sparse VAR (Vector Autoregression) and
VECM (Vector Error Correction Model) 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 Basu and Michailidis (2015)
<doi:10.1214/15-AOS1315>.

Simone Vazzoler

sparsevar

Sparse VAR (Vector Autoregression) / VECM (Vector Error
Correction Model) Estimation

check_is_var function

<dl><dt>v</dt>
<dd>the object to test</dd></dl>

Arguments

Check is var — check_is_var

<dl>

<dt>v</dt>
<dd>the object to test</dd>

</dl>

check_is_var: Check is var

Description

Usage

Value

Arguments