Package: LSVAR 1.2

Peiliang Bai

LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model

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>.

Authors:Peiliang Bai [aut, cre]

LSVAR_1.2.tar.gz
LSVAR_1.2.zip(r-4.7)LSVAR_1.2.zip(r-4.6)LSVAR_1.2.zip(r-4.5)
LSVAR_1.2.tgz(r-4.6-any)LSVAR_1.2.tgz(r-4.5-any)
LSVAR_1.2.tar.gz(r-4.7-any)LSVAR_1.2.tar.gz(r-4.6-any)
LSVAR_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
LSVAR/json (API)

# Install 'LSVAR' in R:
install.packages('LSVAR', repos = c('https://peiliangbai92.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/peiliangbai92/lsvar/issues

On CRAN:

Conda:

4.60 score 4 stars 5 scripts 185 downloads 3 exports 13 dependencies

Last updated from:a712441253. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK118
source / vignettesOK176
linux-release-x86_64OK125
macos-release-arm64OK275
macos-oldrel-arm64OK363
windows-develOK85
windows-releaseOK75
windows-oldrelOK75
wasm-releaseOK148

Exports:fista.LpSplot_networktestVAR

Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixmvtnormpkgconfigpracmarlangvctrs

LSVAR

Rendered fromLSVAR.Rmdusingknitr::rmarkdownon May 21 2026.

Last update: 2021-05-27
Started: 2021-05-27

my-vignette

Rendered frommy-vignette.Rmdusingknitr::rmarkdownon May 21 2026.

Last update: 2021-05-22
Started: 2021-05-22