init_values

Regressors (matrix or object can be coerced to matrix).

How many regressors in X should be considered.

number

Logical. If TRUE, intercept is included which is not penalized.

intercept

<code>init_values</code> is an auxiliary function for rlassoHAC, for fitting linear models with
the method of least squares where only the variables in X with highest correlations
are considered; taken from package hdm.

Accompanies the book Rainer Schlittgen and Cristina Sattarhoff (2020) <https://www.degruyter.com/view/title/575978> "Angewandte Zeitreihenanalyse mit R, 4. Auflage" . The package contains the time series and functions used therein. It was developed over many years teaching courses about time series analysis.

Rainer Schlittgen

tsapp

Time Series, Analysis and Application

init_values function

<code>init_values</code> is an auxiliary function for rlassoHAC, for fitting linear models with
the method of least squares where only the variables in X with highest correlations
are considered; taken from package hdm. — init_values

<code>init_values</code> is an auxiliary function for rlassoHAC, for fitting linear models with
the method of least squares where only the variables in X with highest correlations
are considered; taken from package hdm.

init_values: `init_values` is an auxiliary function for rlassoHAC, for fitting linear models with the method of least squares where only the variables in X with highest correlations are considered; taken from package hdm.

Description

Usage

Arguments

Value