R codes for the following publication: Davis, Richard A., Pengfei Zang, and Tian Zheng. "Sparse vector autoregressive modeling." Journal of Computational and Graphical Statistics 25.4 (2016): 1077-1096. DOI: 10.1080/10618600.2015.1092978
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.