Package: LSVAR
Type: Package
Title: Estimation of Low Rank Plus Sparse Structured Vector
        Auto-Regressive (VAR) Model
Version: 1.2
Author: Peiliang Bai [aut, cre]
Maintainer: Peiliang Bai <baipl92@ufl.edu>
Description: 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>.
License: GPL-2
Encoding: UTF-8
Imports: igraph, mvtnorm, pracma
Suggests: rmarkdown, knitr
VignetteBuilder: knitr
RoxygenNote: 7.1.1
Config/pak/sysreqs: libglpk-dev libxml2-dev
Repository: https://peiliangbai92.r-universe.dev
Date/Publication: 2021-05-27 12:52:38 UTC
RemoteUrl: https://github.com/peiliangbai92/lsvar
RemoteRef: HEAD
RemoteSha: a712441253af8c31fe2563bcc038796e51756657
NeedsCompilation: no
Packaged: 2026-10-18 06:53:01 UTC; root