GitHub - lbybee/glVAR: A fast group-lasso implementation with a focus on vector autoregression · GitHub

Name		Name	Last commit message	Last commit date
glVAR		glVAR
.gitignore		.gitignore
LICENSE.md		LICENSE.md
README.md		README.md
setup.py		setup.py

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A fast implementation of group-lasso with a focus on vector autoregression

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A fast group-lasso implementation with a focus on vector autoregression

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