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. |
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