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

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

## Documentation for package ‘LSVAR’ version 1.2

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

f.func | Main loss function for quardratic loss
fista.LpS | A function to solve low rank plus sparse model estimation using FISTA algorithm
gradf.func | Gradient function of quardratic loss
nuclear.pen | Nuclear norm penalty for low-rank component
obj.func | Objective function
plot_network | plot sparse component for use igraph and network layout
prox.nuclear.func | Proximal function with nuclear norm penalty updating
prox.sparse.func | Proximal function with l1-norm penalty updating
Q.func | An auxiliary function in FISTA algorithm
shrinkage | Shrinkage function for sparse soft-thresholding
shrinkage.lr | Shrinkage function for low-rank soft-thresholding
sparse.pen | L1-norm penalty for sparse component
summary.LSVAR | Summary of LSVAR S3 class
testVAR | Function to generate a VAR process