sparsevar
Sparse VAR/VECM Models Estimation
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
Simone Vazzoler
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.
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.
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Dependencies
- Imports9 packages
- Suggests3 packages
- Reverse Imports2 packages