desla

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.

Last 30 days

This package has been downloaded 234 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 9 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,268 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jul 23, 2024 with 33 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.