bspcov: Bayesian Sparse Estimation of a Covariance Matrix

Provides functions which perform Bayesian estimations of a covariance matrix for multivariate normal data. Assumes that the covariance matrix is sparse or band matrix and positive-definite. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea ('NRF') funded by the Ministry of Education ('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207' and 'NRF-2020R1C1C1A01013338').

Getting started

Package details

AuthorKwangmin Lee [aut], Kyeongwon Lee <kwlee1718@gmail.com> [aut, cre], Kyoungjae Lee [aut], Seongil Jo [aut], Jaeyong Lee [ctb]
MaintainerKyeongwon Lee <kwlee1718@gmail.com>
LicenseGPL-2
Version1.0.0
URL https://github.com/statjs/bspcov
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bspcov")

Try the bspcov package in your browser

Any scripts or data that you put into this service are public.

bspcov documentation built on May 29, 2024, 8:03 a.m.