Package: desla
Type: Package
Title: Desparsified Lasso Inference for Time Series
Version: 0.2.0
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: 7.2.1
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
Imports: Rcpp, Rdpack, stats, parallelly
Suggests: ggplot2
RdMacros: Rdpack
NeedsCompilation: yes
Packaged: 2022-09-23 13:40:05 UTC; au720495
Author: Robert Adamek [cre, aut],
  Stephan Smeekes [aut],
  Ines Wilms [aut]
Maintainer: Robert Adamek <robertadamek94@gmail.com>
Repository: CRAN
Date/Publication: 2022-09-23 13:50:02 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 14:37:23 UTC; windows
Archs: i386, x64
