Package: sparsevar
Version: 0.0.10
Date: 2016-11-07
Title: A Package for Sparse VAR/VECM Estimation
Authors@R: c(person("Simone", "Vazzoler", role = c("aut", "cre"),
                     email = "svazzole@gmail.com"),
             person("Lorenzo", "Frattarolo", role = "aut"),
             person("Monica", "Billio", role = "aut"))
Maintainer: Simone Vazzoler <svazzole@gmail.com>
Imports: Matrix, ncvreg, parallel, doParallel, glmnet, ggplot2,
        reshape2, grid, mvtnorm, flare, picasso
Suggests: knitr, testthat
Depends: R (>= 1.8.0)
Description: A wrapper for sparse VAR/VECM time series models estimation
             using penalties like ENET, SCAD and MCP.
License: GPL-2
URL: http://github.com/svazzole/sparsevar
BugReports: http://github.com/svazzole/sparsevar
VignetteBuilder: knitr
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-11-07 15:47:09 UTC; svazzole
Author: Simone Vazzoler [aut, cre],
  Lorenzo Frattarolo [aut],
  Monica Billio [aut]
Repository: CRAN
Date/Publication: 2016-11-07 21:07:46
