Sparse NonLinearVAR

Code for interpretable nonlinear VAR by enforcing sparsity (lasso) on the time lags

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
LICENSE		LICENSE
LinearVAR.py		LinearVAR.py
LinearVAR_Kevin.py		LinearVAR_Kevin.py
NonlinearVAR.py		NonlinearVAR.py
NonlinearVAR_old.py		NonlinearVAR_old.py
README.md		README.md
compare_luismi_kevin.py		compare_luismi_kevin.py
compute_gradients_Compare.py		compute_gradients_Compare.py
compute_gradients_Linear.py		compute_gradients_Linear.py
exp_learn.py		exp_learn.py
graph.py		graph.py
learn_model.py		learn_model.py
nlTools.py		nlTools.py
nlv_hat_0		nlv_hat_0
nlv_true_0		nlv_true_0
projection_simplex.py		projection_simplex.py
show_some_results.py		show_some_results.py
test_arithmetic_act.py		test_arithmetic_act.py
test_learn.py		test_learn.py
test_nnl.py		test_nnl.py
update_params.py		update_params.py
utils_exp.py		utils_exp.py

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