sparsevar
Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation

Package index
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Vignettes
Functions
97
Source code
17
Man pages
37
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sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
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API

API for sparsevar
Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation

Global functions
accuracy Man page Source code
apply_threshold Source code
bootstrap_ols Source code
bootstrapped_var Man page Source code
check_impulse_zero Man page Source code
check_is_var Man page Source code
check_matrices Source code
check_matrices_x Source code
companion_var Man page Source code
compute_errors Source code
compute_forecasts Man page Source code
compute_residuals Source code
create_sparse_matrix Man page Source code
cv_var Source code
cv_var_enet Source code
cv_var_mcp Source code
cv_var_scad Source code
decompose_pi Man page Source code
decompose_pi2 Source code
duplicate_matrix Source code
error_bands_irf Man page Source code
estimate_covariance Source code
fit_var Man page Source code
fit_varx Man page Source code
fit_vecm Man page Source code
frob_norm Man page Source code
generate_var_series Source code
generate_varx_series Source code
get_irf Source code
impulse_response Man page Source code
inform_crit Man page Source code
jackknife Source code
l1norm Man page Source code
l2norm Man page Source code
l_infty_norm Man page Source code
matrix_sum Source code
max_norm Man page Source code
multiplot Man page Source code
plot_irf Man page Source code
plot_irf_grid Man page Source code
plot_matrix Man page Source code
plot_var Man page Source code
plot_vecm Man page Source code
simulate_var Man page Source code
simulate_varx Man page Source code
sparsevar Man page
sparsevar-package Man page
spectral_norm Man page Source code
spectral_radius Man page Source code
split_matrix Source code
test_granger Man page Source code
time_slice_var Source code
time_slice_var_enet Source code
time_slice_var_scad Source code
transform_data Man page Source code
true_negative_rate Man page Source code
true_positive_rate Man page Source code
var_enet Man page Source code
var_mcp Man page Source code
var_scad Man page Source code
var_to_varx Source code
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.

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