/FinReg

Regularizing Bayesian Predictive Regressions

Primary LanguageR

Title:

Regularizing Bayesian Predictive Regressions

Author:

Guanhao Feng, Nicholas G. Polson

Maintainer:

Jianeng Xu

jianeng@uchicago.edu

Description:

This package implements a regularization method for VAR and SUR models and provides functions for regularization path plots.