Other packages > Find by keyword >

LSVAR  

Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model
View on CRAN: Click here


Download and install LSVAR package within the R console
Install from CRAN:
install.packages("LSVAR")

Install from Github:
library("remotes")
install_github("cran/LSVAR")

Install by package version:
library("remotes")
install_version("LSVAR", "1.2")



Attach the package and use:
library("LSVAR")
Maintained by
Peiliang Bai
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-05-26
Latest Update: 2021-05-26
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) .
How to cite:
Peiliang Bai (2021). LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model. R package version 1.2, https://cran.r-project.org/web/packages/LSVAR. Accessed 05 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited LSVAR R package
View LSVAR citation profile
Other R packages that LSVAR depends, imports, suggests or enhances
Complete documentation for LSVAR
Functions, R codes and Examples using the LSVAR R package
Some associated functions: Q.func . f.func . fista.LpS . gradf.func . nuclear.pen . obj.func . plot_network . prox.nuclear.func . prox.sparse.func . shrinkage.lr . shrinkage . sparse.pen . summary.LSVAR . testVAR . 
Some associated R codes: LSVAR.R .  Full LSVAR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  
dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA