Changes in version 1.0.0 (2026-02-04) - Linted code: snake case for functions and variables - Removed optional picasso dependency; SCAD estimation uses ncvreg only - Minor bug fixing Changes in version 0.1.0 (2021-04-18) - Fix bug in plotIRF - Linted code - Fixed knitr/markdown/rmarkdown problems as in https://github.com/yihui/knitr/issues/1864 Changes in version 0.0.11 (2019-08-19) - Added CV on a predefined list of lambdas (thanks to PierrickPiette) Changes in version 0.0.10 (2016-11-07) - Added plotVECM function - Removed plotComparisonVAR (substituted by plotVAR) - Added the option to generate VARs with given matrices - Fixed AIC - Fixed problems with error bands options - Added tests - Added the function computeForecasts Changes in version 0.0.9 (2016-10-19) - Fast SCAD estimation for timeSlice SCAD - Added function to compute VAR forecasts - Added information criteria (AIC, Schwartz and Hannan-Quinn) - Fixed mean estimation for timeSlice Changes in version 0.0.7 (2016-07-06) - Major code rewriting - Remove dependencies from MTS and caret - Added impulse response error bands (using bootstrap) - Added plot functions for IRF - New timeSlice estimation - Removed repeated cross validation Changes in version 0.0.6 - Added impulse response function for VAR processes Changes in version 0.0.5 (2016-06-07) - Added timeSlice estimation - Fixed normalization constant in creating sparse var matrix - Fixed parallel backend in Windows Changes in version 0.0.4 - Added as output the residuals of the estimation (for estimateVAR) - Fixed parallel background in LASSO estimation - Now repeatedCV returns MSE