├── .Rbuildignore ├── .Rprofile ├── .github └── FUNDING.yml ├── .gitignore ├── .travis.yml ├── DESCRIPTION ├── LICENSE.md ├── NAMESPACE ├── NEWS.md ├── R ├── createSparseMatrix.R ├── fitVAR.R ├── fitVARX.R ├── fitVECM.R ├── impulseResponse.R ├── mcSimulations.R ├── plotIRF.R ├── plotMatrix.R ├── scadReg.R ├── simulateVAR.R ├── simulateVARX.R ├── sparsevar.R ├── timeSlice.R ├── twoStepOLS.R ├── utils.R └── utilsVAR.R ├── README.md ├── cran-comments.md ├── man ├── accuracy.Rd ├── bootstrappedVAR.Rd ├── checkImpulseZero.Rd ├── checkIsVar.Rd ├── companionVAR.Rd ├── computeForecasts.Rd ├── createSparseMatrix.Rd ├── decomposePi.Rd ├── errorBandsIRF.Rd ├── fitVAR.Rd ├── fitVARX.Rd ├── fitVECM.Rd ├── frobNorm.Rd ├── impulseResponse.Rd ├── informCrit.Rd ├── l1norm.Rd ├── l2norm.Rd ├── lInftyNorm.Rd ├── maxNorm.Rd ├── mcSimulations.Rd ├── multiplot.Rd ├── plotIRF.Rd ├── plotIRFGrid.Rd ├── plotMatrix.Rd ├── plotVAR.Rd ├── plotVECM.Rd ├── simulateVAR.Rd ├── simulateVARX.Rd ├── sparsevar.Rd ├── spectralNorm.Rd ├── spectralRadius.Rd ├── testGranger.Rd ├── transformData.Rd ├── varENET.Rd ├── varMCP.Rd └── varSCAD.Rd ├── renv.lock ├── renv ├── .gitignore └── activate.R ├── sparsevar.Rproj ├── tests ├── testSparse.R ├── testSparse2.R ├── testthat.R └── testthat │ └── testIsWorking.R └── vignettes ├── using.Rmd └── using_cache └── latex ├── __packages ├── unnamed-chunk-7_ed36c6df10e0fd7f41f62fe376f5eeb8.RData ├── unnamed-chunk-7_ed36c6df10e0fd7f41f62fe376f5eeb8.rdb └── unnamed-chunk-7_ed36c6df10e0fd7f41f62fe376f5eeb8.rdx /.Rbuildignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/svazzole/sparsevar/HEAD/.Rbuildignore -------------------------------------------------------------------------------- /.Rprofile: -------------------------------------------------------------------------------- 1 | source("renv/activate.R") 2 | -------------------------------------------------------------------------------- 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