Implementations of estimation algorithm of low rank plus sparse structured VAR model by using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). It relates to the algorithm in Sumanta, Li, and Michailidis (2019) <doi:10.1109/TSP.2018.2887401>.
| Version: | 1.2 |
| Imports: | igraph, mvtnorm, pracma |
| Suggests: | rmarkdown, knitr |
| Published: | 2021-05-26 |
| DOI: | 10.32614/CRAN.package.LSVAR |
| Author: | Peiliang Bai [aut, cre] |
| Maintainer: | Peiliang Bai <baipl92 at ufl.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | LSVAR results |
| Reference manual: | LSVAR.pdf |
| Vignettes: |
LSVAR |
| Package source: | LSVAR_1.2.tar.gz |
| Windows binaries: | r-devel: LSVAR_1.2.zip, r-release: LSVAR_1.2.zip, r-oldrel: LSVAR_1.2.zip |
| macOS binaries: | r-release (arm64): LSVAR_1.2.tgz, r-oldrel (arm64): LSVAR_1.2.tgz, r-release (x86_64): LSVAR_1.2.tgz, r-oldrel (x86_64): LSVAR_1.2.tgz |
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