Description Usage Arguments Value References Examples

Apply banding operator on a covariance matrix with a banding parameter.

1 |

`sigma` |
a p*p covariance matrix |

`k` |
banding parameter |

a regularized covariance matrix after banding operation

"High-Dimensional Covariance Estimation" by Mohsen Pourahmadi

1 2 3 | ```
data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
banding(cov.SAM, 7)
``` |

FinCovRegularization documentation built on May 29, 2017, 11:47 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.