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-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
