Man pages for FastBandChol
Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

Banded.CholComputes estimate of covariance matrix by banding the...
Banded.Chol.CVSelects bandwidth for Cholesky factorization by cross...
Banded.SampleComputes banded sample covariance matrix
Banded.Sample.CVSelects bandwidth for sample covariance matrix by cross...
FastBandChol-packageFast estimation of covariance matrix by banded Cholesky...
FastBandChol documentation built on May 2, 2019, 3:41 a.m.