This repository is for R package LSVAR.

To install the package from R CRAN(https://CRAN.R-project.org/package=LSVAR):

install.packages("LSVAR")

You could download the R package LSVAR_1.2.tar.gz and locally install the package using the tar.gz File:

install.packages("LSVAR_1.2.tar.gz", repos = NULL, type="source")

To install the latest version of the package from GitHub:

library(devtools)
devtools::install_github("peiliangbai92/LSVAR")

To cite package LSVAR in publications use:

Peiliang Bai (2021). LSVAR: Estimation of Low Rank Plus Sparse Structured VAR Model R package version 1.2 https://CRAN.R-project.org/package=LSVAR

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {LSVAR: Estimation of Low Rank Plus Sparse Structured VAR Model},
    author = {Peiliang Bai},
    year = {2021},
    note = {R package version 1.2},
    url = {https://CRAN.R-project.org/package=LSVAR},
  }