LSVAR swMATH ID: 44385 Software Authors: Peiliang Bai Description: R package 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>. Homepage: https://cran.r-project.org/web/packages/LSVAR/index.html Source Code: https://github.com/cran/LSVAR Dependencies: R Related Software: bigtime; fnets; sparsevar; BigVAR; mgm; igraph; nets; R Cited in: 0 Publications