desla
Desparsified Lasso Inference for Time Series
v0.3.1
·
Jan 22, 2026
·
GPL (>= 2)
Description
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>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
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r-devel-windows-x86_64
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installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 5.6Mb
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r-oldrel-macos-x86_64
installed package size
installed size is 6.4Mb
sub-directories of 1Mb or more:
libs 5.8Mb
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r-oldrel-windows-x86_64
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r-patched-linux-x86_64
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r-release-linux-x86_64
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 5.6Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.4Mb
sub-directories of 1Mb or more:
libs 5.8Mb
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Version History
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0.3.1
Mar 9, 2026