The function HDLP_state_dependent is removed, and its functionality incorporated as optional arguments into the function HDLP.
Added a plot function which creates plots of impulse responses based on the objects created by the HDLP function.
The desla function is now parallelized over the nodewise regressions, and displays a progress bar.
Various fixes to prevent crashes.
Added the function HDLP_state_dependent, which allows for estimation of impulse responses in different states, and also an option to estimate them with OLS rather than desparsified lasso, using the same long-run variance estimator.
Fixed bug in the long run covariance function, which occasionally caused crashes