banded: Generates a banded covariance matrix and matrix squareroot...
In hierband: Convex Banding of the Covariance Matrix
Description
Generates a banded covariance matrix and matrix squareroot
sig: value of kth band (starting with diagonal)
size of band is length(sig)
Usage
1
banded(p, sig)
Arguments
p
dimension of covariance matrix
sig
vector of values of Toeplitz matrix
hierband documentation built on May 2, 2019, 4:16 a.m.
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Description
Generates a banded covariance matrix and matrix squareroot sig: value of kth band (starting with diagonal) size of band is length(sig)
Usage
1 | banded(p, sig)
|
Arguments
p |
dimension of covariance matrix |
sig |
vector of values of Toeplitz matrix |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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