Package: sparsevar
Version: 1.0.0
Date: 2026-01-27
Title: Sparse VAR (Vector Autoregression) / VECM (Vector Error
        Correction Model) Estimation
Author: Simone Vazzoler [aut, cre]
Maintainer: Simone Vazzoler <svazzole@gmail.com>
Authors@R: c(person("Simone", "Vazzoler", role = c("aut", "cre"),
                     email = "svazzole@gmail.com"))
Imports: Matrix, ncvreg, parallel, doParallel, glmnet, ggplot2,
        reshape2, grid, mvtnorm, corpcor, checkmate, rlang,
Suggests: knitr, rmarkdown, testthat,
Depends: R (>= 4.5.0)
Description: A wrapper for sparse VAR (Vector Autoregression) and VECM
        (Vector Error Correction Model) 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 Basu and Michailidis (2015)
        <doi:10.1214/15-AOS1315>.
License: GPL-2
URL: https://github.com/svazzole/sparsevar
BugReports: https://github.com/svazzole/sparsevar/issues
VignetteBuilder: knitr
RoxygenNote: 7.3.3
Encoding: UTF-8
Repository: https://svazzole.r-universe.dev
Date/Publication: 2026-07-01 16:35:33 UTC
RemoteUrl: https://github.com/svazzole/sparsevar
RemoteRef: HEAD
RemoteSha: ed936d173da34e2a7da8d361c25a2f777483b417
NeedsCompilation: no
Packaged: 2026-07-01 18:48:45 UTC; root