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desla
View on CRAN: Click
here
Download and install desla package within the R console
Install from CRAN:
install.packages("desla")
Install from Github:
library("remotes")
install_github("cran/desla") Install by package version:
library("remotes")
install_version("desla", "0.3.1") Attach the package and use:
library("desla")
Maintained by
Robert Adamek
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-11-11
Latest Update: 2023-06-29
Description:
Calculates the desparsified lasso as originally introduced in van de Geer et al. (2014) , and provides inference suitable for high-dimensional time series, based on the long run covariance estimator in Adamek et al. (2020) . Also estimates high-dimensional local projections by the desparsified lasso, as described in Adamek et al. (2022) .
How to cite:
Robert Adamek (2021). desla: Desparsified Lasso Inference for Time Series. R package version 0.3.1, https://cran.r-project.org/web/packages/desla. Accessed 05 Aug. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for desla
Functions, R codes and Examples using
the desla R package
Some associated functions: HDLP . coef.desla . confint.desla . create_state_dummies . create_state_dummies_from_datamatrix . create_state_dummies_from_vector . desla . plot.hdlp . print.desla . print.summary.desla . summary.desla .
Some associated R codes: R_functions.R . RcppExports.R . desla-package.R . Full desla package functions and examples
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