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VARshrink
Phi.varshrinkest
Phi.varshrinkest function
Coefficient matrices of the MA represention
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VARshrink package
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Maintainer: Namgil Lee
License: GPL-3
Last published: 2019-10-09
Useful links
https://github.com/namgillee/VARshrink/issues/
https://github.com/namgillee/VARshrink/