Man pages for hierband
Convex Banding of the Covariance Matrix
| banded | Generates a banded covariance matrix and matrix squareroot... |
| formw | Form the "general weights" matrix |
| gpband | Groupwise soft-thresholds subdiagonals by lam * w |
| hierband | Solves main optimization problem for fixed lambda value |
| hierband.cv | Performs nfolds-cross validation |
| hierband-package | Convex banding of the covariance matrix using |
| hierband.path | Solves main optimization problem over a grid of lambda values |
| lam.max.hierband | Computes the smallest lambda such that P=0. |
| ma | Covariance of an equal-weighted moving-average process |
| MakeFolds | Make folds for cross validation |
| subdiagonal.l2norms | Compute the L2 norm of each subdiagonal of a symmetric matrix... |
| subdiag.thresh | Performs a single pass of BCD on a matrix R. |
