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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 


Author  Guo Yu [aut, cre] 
Maintainer  Guo Yu <[email protected]> 
License  GPL3 
Version  0.9.0 
URL  http://github.com/hugogogo/varband 
Package repository  View on CRAN 
Installation 
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