sparsevar (Q43165)

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Sparse VAR/VECM Models Estimation
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sparsevar
Sparse VAR/VECM Models Estimation

    Statements

    swMATH work ID
    31454
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    instance of
    R package
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    last update
    18 April 2021
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    software version identifier
    0.1.0
    publication date
    18 April 2021
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    author
    Simone Vazzoler
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    imports
    parallel
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    ggplot2
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    grid
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    Matrix
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    ncvreg
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    doParallel
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    glmnet
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    reshape2
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    mvtnorm
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    picasso
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    corpcor
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    CRAN project
    sparsevar
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    programmed in
    R
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    depends on software
    R
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