sparsevar

Sparse VAR/VECM Models Estimation

CRAN Package

A wrapper for sparse VAR/VECM time series models estimation using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped Absolute Deviation) and MCP (Minimax Concave Penalty). Based on the work of Sumanta Basu and George Michailidis doi:10.1214/15-AOS1315.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release04/18/2021

Documentation


Team


Insights

Last 30 days

This package has been downloaded 274 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 10 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
19 downloadsDec 22, 2024
12 downloadsDec 23, 2024
7 downloadsDec 24, 2024
17 downloadsDec 25, 2024
2 downloadsDec 26, 2024
4 downloadsDec 27, 2024
6 downloadsDec 28, 2024
2 downloadsDec 29, 2024
1 downloadsDec 30, 2024
1 downloadsDec 31, 2024
17 downloadsJan 1, 2025
16 downloadsJan 2, 2025
28 downloadsJan 3, 2025
13 downloadsJan 4, 2025
5 downloadsJan 5, 2025
7 downloadsJan 6, 2025
3 downloadsJan 7, 2025
15 downloadsJan 8, 2025
4 downloadsJan 9, 2025
13 downloadsJan 10, 2025
0 downloadsJan 11, 2025
9 downloadsJan 12, 2025
11 downloadsJan 13, 2025
2 downloadsJan 14, 2025
22 downloadsJan 15, 2025
3 downloadsJan 16, 2025
5 downloadsJan 17, 2025
16 downloadsJan 18, 2025
4 downloadsJan 19, 2025
10 downloadsJan 20, 2025
0 downloadsJan 21, 2025
0 downloadsJan 22, 2025
0 downloadsJan 23, 2025
0 downloadsJan 24, 2025
0 downloadsJan 25, 2025
0
28

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 3,942 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 24, 2024 with 137 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.

Data provided by CRAN


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Dependencies

  • Imports9 packages
  • Suggests3 packages
  • Reverse Imports2 packages