Least angle regression for time series analysis


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Documentation for package ‘tslars’ version 1.0

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tslars-package The tslars package performs variable selection for high-dimensional linear time series models.
coef.tslars Function to obtain the selected model accoring the the time series LARS algorithm
design Function to create a design matrix.
minindexmatrix Function that returns the row and column where the matrix reaches its minimum
predict.tslars Function to obtain the selected model accoring the the time series LARS algorithm
print.summary.tslars Function to obtain the selected model accoring the the time series LARS algorithm
print.tslars Function to obtain the selected model accoring the the time series LARS algorithm
Rsquared Compute $R^2$
summary.tslars Function to obtain the selected model accoring the the time series LARS algorithm
tslars Function to obtain the selected model accoring the the time series LARS algorithm
tslars.p Function to obtain the selected model accoring the the time series LARS algorithm