CV_VARMLE               cross-validation for transition matrix update
                        in maximization step
Estep                   expectation step in sparse
                        expectation-maximization algorithm
Mstep                   maximization step of sparse
                        expectation-maximization algorithm for updating
                        error standard deviations
VARMLE                  generalized Dantzig selector for transition
                        matrix update in maximization step
hdVARtest               statistical inference for transition matrix in
                        high-dimensional vector autoregression with
                        measurement error
kalman                  kalman filtering and smoothing for vector
                        autoregression with measurement error
sEM                     sparse expectation-maximization algorithm for
                        high-dimensional vector autoregression with
                        measurement error
