Desparsified 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.
- Minor fixes to pre-empt any possible issues related to CRAN's upcoming default compiler.
- Updated citation formatting.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
Show 3 earlier changesHide 3 earlier changes
- NOTE12 OK, 2 NOTE2026-04-10
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-09
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 11 (7 internal)
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 67%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 18% with a bibliography file
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 4
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Forks over time
Issues over time
6 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/robertadamek/desla on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Installing desla adds 7 packages (5 with compiled code, 4.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, rbibutils 1.1 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.3.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.3.02023-06-29 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.2.0
- RR 4.2.0 released · 2022-04-22
- 0.1.02021-11-11
- RR 4.1.0 released · 2021-05-18
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
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("desla")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.