[R-pkgs] New package: sparsevar

Simone Vazzoler
Mon, 23 May 2016 17:10:24 -0000

Dear R users,

I would like to announce a new package called "sparsevar" version
0.0.3:

https://cran.r-project.org/web/packages/sparsevar/

The package should be useful to estimate sparse VAR/VECM models.
The developing version can be found on Github:

https://github.com/svazzole/sparsevar

Best,
Simon