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) <doi:10.48550/arXiv.2007.10952>. Also estimates high-dimensional local projections by the desparsified lasso, as described in Adamek et al. (2022) <doi:10.48550/arXiv.2209.03218>.
Version: 0.3.0 Imports: Rcpp, Rdpack, stats, parallelly LinkingTo: Rcpp, RcppArmadillo, RcppProgress, sitmo Suggests: ggplot2 Published: 2023-06-29 DOI: 10.32614/CRAN.package.desla Author: Robert Adamek [cre, aut], Stephan Smeekes [aut], Ines Wilms [aut] Maintainer: Robert Adamek <robertadamek94 at gmail.com> BugReports: https://github.com/RobertAdamek/desla/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/RobertAdamek/desla NeedsCompilation: yes Materials: README, NEWS CRAN checks: desla results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=desla to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4