Regressions with Structural Changes


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Documentation for package ‘regsc’ version 0.3

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fpostest Post-Lasso estimation of the regression with structural changes
get_max_lambda The the tuning parameter that yields no breaks
policyrule The Data for Estimating the Taylor's Rule
print.regsc Print an object of the class "regsc"
rbcd The block-coordinate-descent algorithm
regsc Estimate Regressions with Structural Changes
regsc_ic Estimate the regression with structural changes by the group fused Lasso
regsc_rt Estimate the regression with structural changes by the group fused Lasso