Package: desla
Type: Package
Title: Desparsified Lasso
Version: 0.1.0
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>.
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.1.2
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
Imports: Rcpp, Rdpack
RdMacros: Rdpack
NeedsCompilation: yes
Packaged: 2021-11-10 17:04:42 UTC; skron
Author: Robert Adamek [cre, aut],
  Stephan Smeekes [aut],
  Ines Wilms [aut]
Maintainer: Robert Adamek <robertadamek94@gmail.com>
Repository: CRAN
Date/Publication: 2021-11-11 09:00:08 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-21 06:18:05 UTC; windows
Archs: i386, x64
