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
NeedsCompilation: no
Packaged: 2026-02-01 16:34:25 UTC; svazzole
Repository: CRAN
Date/Publication: 2026-02-04 17:50:02 UTC
Built: R 4.6.0; ; 2026-04-25 18:07:40 UTC; unix
