| f.func | Main loss function for quardratic loss |
| fista.LpS | A function to solve low rank plus sparse model estimation using FISTA algorithm |
| gradf.func | Gradient function of quardratic loss |
| nuclear.pen | Nuclear norm penalty for low-rank component |
| obj.func | Objective function |
| plot_network | plot sparse component for use igraph and network layout |
| prox.nuclear.func | Proximal function with nuclear norm penalty updating |
| prox.sparse.func | Proximal function with l1-norm penalty updating |
| Q.func | An auxiliary function in FISTA algorithm |
| shrinkage | Shrinkage function for sparse soft-thresholding |
| shrinkage.lr | Shrinkage function for low-rank soft-thresholding |
| sparse.pen | L1-norm penalty for sparse component |
| summary.LSVAR | Summary of LSVAR S3 class |
| testVAR | Function to generate a VAR process |