Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified Gram-Schmidt algorithm implemented in RcppArmadilo. See <http://stat.umn.edu/~molst029> for details on the algorithm.
|Author||Aaron Molstad <firstname.lastname@example.org>|
|Date of publication||2015-08-26 16:44:04|
|Maintainer||Aaron Molstad <email@example.com>|
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