Description Usage Arguments Value Author(s) References Examples

Generate a banding operator with given dimention and tuning parameter. Multiplying it on a covariance matrix by componentwise product can provide a regularized estimator with the banding method.

1 | ```
banding(p, k = 1)
``` |

`p` |
the dimension of a covariance matrix. |

`k` |
the default value is 1. |

a `p*p`

matrix.

Binhuan Wang

Bickel, P and Levina, E, Regularized estimation of large covariance matrices, Annals of Statistics, 36, 199-227 (2008).

1 2 3 | ```
p <- 5;
W <- banding(p,k=2) ;
W;
``` |

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