lm_ShVAR_KCV function

K-fold Cross Validation for Selection of Shrinkage Parameters of Semiparametric Bayesian Shrinkage Estimator for Multivariate Regression

VARshrink packageRead PDF manual
  • Maintainer: Namgil Lee
  • License: GPL (>= 3)
  • Last published: 2026-01-10

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