DESCRIPTION

Package: sparsevar
Version: 0.1.0
Date: 2021-04-16
Title: Sparse VAR/VECM Models Estimation
Authors@R: c(person("Simone", "Vazzoler", role = c("aut", "cre"),
                     email = "svazzole@gmail.com"))
Maintainer: Simone Vazzoler <svazzole@gmail.com>
Imports:
    Matrix,
    ncvreg,
    parallel,
    doParallel,
    glmnet,
    ggplot2,
    reshape2,
    grid,
    mvtnorm,
    picasso,
    corpcor,
Suggests:
    knitr,
    rmarkdown,
    testthat,
Depends:
    R (>= 3.5.0)
Description: 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>.
License: GPL-2
URL: http://github.com/svazzole/sparsevar
BugReports: http://github.com/svazzole/sparsevar
VignetteBuilder:
    knitr
RoxygenNote: 7.1.1
Encoding: UTF-8