Fix a bug when beta has only one row in some of the BigVAR algorithms.

wbnicholson / BigVAR

Dimension Reduction Methods for Multivariate Time Series

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Closed jonlachmann closed 2 years ago

jonlachmann commented 2 years ago

Fix a bug when beta has only one row in some of the BigVAR algorithms.
Change a threshold to be a double instead of an integer to avoid clamping it to 0.