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desla  

Desparsified Lasso Inference for Time Series
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
[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 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2021-11-11 10:00), 0.2.0 (2022-09-23 15:50), 0.3.0 (2023-06-29 13:50)
Other packages that cited desla R package
View desla citation profile
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Complete documentation for desla
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