Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

Banded.Chol | Computes estimate of covariance matrix by banding the... |

Banded.Chol.CV | Selects bandwidth for Cholesky factorization by cross... |

Banded.Sample | Computes banded sample covariance matrix |

Banded.Sample.CV | Selects bandwidth for sample covariance matrix by cross... |

FastBandChol-package | Fast estimation of covariance matrix by banded Cholesky... |

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