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 <>.

Package details

AuthorGuo Yu [aut, cre]
MaintainerGuo Yu <[email protected]>
Package repositoryView on CRAN
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varband documentation built on May 2, 2019, 12:45 p.m.