varband: Variable Banding of Large Precision Matrices

Implementation of the variable banding procedure for modeling local dependence and estimating precision matrices that is introduced in Yu & Bien (2016) and is available at <https://arxiv.org/abs/1604.07451>.

Package details

AuthorGuo Yu [aut, cre]
MaintainerGuo Yu <[email protected]>
LicenseGPL-3
Version0.9.0
URL http://github.com/hugogogo/varband
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("varband")

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varband documentation built on May 30, 2017, 3:52 a.m.