Man pages for LSVAR
Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model

f.funcMain loss function for quardratic loss
fista.LpSA function to solve low rank plus sparse model estimation...
gradf.funcGradient function of quardratic loss
nuclear.penNuclear norm penalty for low-rank component
obj.funcObjective function
plot_networkplot sparse component for use igraph and network layout
prox.nuclear.funcProximal function with nuclear norm penalty updating
prox.sparse.funcProximal function with l1-norm penalty updating
Q.funcAn auxiliary function in FISTA algorithm
shrinkageShrinkage function for sparse soft-thresholding
shrinkage.lrShrinkage function for low-rank soft-thresholding
sparse.penL1-norm penalty for sparse component
summary.LSVARSummary of LSVAR S3 class
testVARFunction to generate a VAR process
LSVAR documentation built on May 26, 2021, 5:07 p.m.