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LSVAR - MaRDI portal

LSVAR (Q1349573)

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

    Statements

    swMATH work ID
    44385
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    instance of
    R package
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    last update
    26 May 2021
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    software version identifier
    1.2
    publication date
    26 May 2021
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    author
    Peiliang Bai
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    imports
    igraph
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    mvtnorm
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    pracma
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    CRAN project
    LSVAR
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    programmed in
    R
    0 references
     
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