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Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified GramSchmidt algorithm implemented in RcppArmadilo. See
Package details 


Author  Aaron Molstad <molst029@umn.edu> 
Date of publication  20150826 16:44:04 
Maintainer  Aaron Molstad <molst029@umn.edu> 
License  GPL2 
Version  0.1.1 
Package repository  View on CRAN 
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