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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>.
Getting started
Browse package contents
Package details |
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| Author | Guo Yu [aut, cre] |
| Maintainer | Guo Yu <gy63@cornell.edu> |
| License | GPL-3 |
| Version | 0.9.0 |
| URL | http://github.com/hugogogo/varband |
| Package repository | View on CRAN |
| Installation |
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