LSVAR
Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2 |
rolling linux/jammy R-4.5 | LSVAR_1.2.tar.gz |
52.4 KiB |
1.2 |
rolling linux/noble R-4.5 | LSVAR_1.2.tar.gz |
52.0 KiB |
1.2 |
rolling source/ R- | LSVAR_1.2.tar.gz |
11.5 KiB |
1.2 |
latest linux/jammy R-4.5 | LSVAR_1.2.tar.gz |
52.4 KiB |
1.2 |
latest linux/noble R-4.5 | LSVAR_1.2.tar.gz |
52.0 KiB |
1.2 |
latest source/ R- | LSVAR_1.2.tar.gz |
11.5 KiB |
1.2 |
2026-04-26 source/ R- | LSVAR_1.2.tar.gz |
11.5 KiB |
1.2 |
2026-04-23 source/ R- | LSVAR_1.2.tar.gz |
11.5 KiB |
1.2 |
2026-04-09 windows/windows R-4.5 | LSVAR_1.2.zip |
55.4 KiB |
1.2 |
2025-04-20 source/ R- | LSVAR_1.2.tar.gz |
11.5 KiB |