desla
0.3.1Desparsified Lasso Inference for Time Series
Overview
Calculates the desparsified lasso as originally introduced in van de Geer et al. (2014) doi:10.1214/14-AOS1221, and provides inference suitable for high-dimensional time series, based on the long run covariance estimator in Adamek et al. (2020) doi:10.48550/arXiv.2007.10952. Also estimates high-dimensional local projections by the desparsified lasso, as described in Adamek et al. (2022) doi:10.48550/arXiv.2209.03218.
Install
Health
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-04-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-0911 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 18%
Downloads
Repository
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Repository practices
5 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/robertadamek/desla on 2026-07-19.
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 3.0 median / 32 max
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
53 3 exported
Complexity
6.4 avg / 32 max
Call network
53 nodes / 30 edges
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
4 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2021-11-11
- Total releases
- 4 / 5 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 446 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet