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-4.5)LSVAR_1.2.zip(r-4.4)LSVAR_1.2.zip(r-4.3)
LSVAR_1.2.tgz(r-4.4-any)LSVAR_1.2.tgz(r-4.3-any)
LSVAR_1.2.tar.gz(r-4.5-noble)LSVAR_1.2.tar.gz(r-4.4-noble)
LSVAR_1.2.tgz(r-4.4-emscripten)LSVAR_1.2.tgz(r-4.3-emscripten)
LSVAR.pdf |LSVAR.html✨
LSVAR/json (API)

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

Peer review:

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

On CRAN:

3 exports 3 stars 0.83 score 13 dependencies 5 scripts 138 downloads

Last updated 3 years agofrom:a712441253. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 18 2024
R-4.5-winOKSep 18 2024
R-4.5-linuxOKSep 18 2024
R-4.4-winOKSep 18 2024
R-4.4-macOKSep 18 2024
R-4.3-winOKSep 18 2024
R-4.3-macOKSep 18 2024

Exports:fista.LpSplot_networktestVAR

Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixmvtnormpkgconfigpracmarlangvctrs

LSVAR

Rendered fromLSVAR.Rmdusingknitr::rmarkdownon Sep 18 2024.

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

my-vignette

Rendered frommy-vignette.Rmdusingknitr::rmarkdownon Sep 18 2024.

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