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
NeedsCompilation: no
Packaged: 2021-05-25 15:55:28 UTC; baipl
Repository: CRAN
Date/Publication: 2021-05-26 12:00:02 UTC
Built: R 4.6.0; ; 2026-04-27 18:06:09 UTC; unix
