summary.LSVAR: Summary of LSVAR S3 class

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

Description

summary function for S3 class for the fitting result

Usage

## S3 method for class 'LSVAR'
summary(object, threshold = 0.2, ...)

Arguments

object	the S3 class object of LSVAR
threshold	the threshold for sparse component visualization
...	not in use

Value

A series of summary for the S3 result

Examples

n <- 300
p <- 20
try <- testVAR(n, p, struct = "LS", signal = 0.75, rank = 2,
               singular_vals = c(1, 0.8))
data <- as.matrix(try$series)
lambda <- 0.1; mu <- 1
fit <- fista.LpS(data, lambda = lambda, mu = mu, x.true = try$model_param)
summary(fit, threshold = 0.2)

LSVAR documentation built on May 26, 2021, 5:07 p.m.