Skip to content

Repository files navigation

MVQAR-MIDAS (Devan's Code for Patrick)

  • run_interactive.R allows for simulating and plotting a single data set.
  • run_simstudy.R will run 1000 simulations and compare the estimates with the true value.
    • Because of the penalization of the theta values, the estimates are quite clearly biased!

About

No description, website, or topics provided.

Resources

Stars

0 stars

Watchers

0 watching

Forks

Releases

Packages

Contributors

Languages