Dear R users, I would like to announce a new package called "sparsevar" version 0.0.3: https://cran.r-project.org/web/packages/sparsevar/ The package should be useful to estimate sparse VAR/VECM models. The developing version can be found on Github: https://github.com/svazzole/sparsevar Best, Simon _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages
New package: sparsevar
1 message · Simone Vazzoler