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wbnicholson / BigVAR

Dimension Reduction Methods for Multivariate Time Series
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colnames betaPred #15

Open FransAndersen opened 4 years ago

FransAndersen commented 4 years ago

Since the order of the columns in betaPred is not the same as coefficients matrix in other classes, it would simplify the work if they had column names

Example of a named coefficients matrix from the varest class image

wbnicholson commented 4 years ago

Thanks, this is a good idea. I will add it to the next release.

wbnicholson commented 3 years ago

Sorry for the long delay. I just pushed an update with a coef method that applies similar labeling to the betaPred coefficient matrix. It can be applied to a BigVAR.results object.

FransAndersen commented 3 years ago

Nice, great work! :thumbsup: Will the coef function also be used by cv.BigVAR so it returns named coefficients?

zuzannakarwowska commented 3 years ago

Hi, how can I assign column names to my coefficient matrix? What is this additional column (a constant?)