Package: desla
Type: Package
Title: Desparsified Lasso Inference for Time Series
Version: 0.3.0
Authors@R: c(
    person("Robert", "Adamek", email="robertadamek94@gmail.com", role=c("cre", "aut")),
    person("Stephan", "Smeekes", email = "s.smeekes@maastrichtuniversity.nl", role = "aut"),
    person("Ines", "Wilms", email = "i.wilms@maastrichtuniversity.nl", role = "aut")
    )
Description: Calculates the desparsified lasso as originally introduced in van de Geer et al. (2014) <doi:10.1214/14-AOS1221>, and provides inference suitable for high-dimensional time series, based on the long run covariance estimator in Adamek et al. (2020) <arXiv:2007.10952>. Also estimates high-dimensional local projections by the desparsified lasso, as described in Adamek et al. (2022) <arXiv:2209.03218>.
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.2.3
LinkingTo: Rcpp, RcppArmadillo, RcppProgress, sitmo
Imports: Rcpp, Rdpack, stats, parallelly
URL: https://github.com/RobertAdamek/desla
BugReports: https://github.com/RobertAdamek/desla/issues
Suggests: ggplot2
RdMacros: Rdpack
NeedsCompilation: yes
Packaged: 2023-06-27 15:34:22 UTC; au720495
Author: Robert Adamek [cre, aut],
  Stephan Smeekes [aut],
  Ines Wilms [aut]
Maintainer: Robert Adamek <robertadamek94@gmail.com>
Repository: CRAN
Date/Publication: 2023-06-29 11:50:06 UTC
Built: R 4.4.0; x86_64-apple-darwin20; 2024-04-07 23:20:54 UTC; unix
Archs: desla.so.dSYM
