varband: Variable Banding of Large Precision Matrices
Version 0.9.0

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]
Date of publication2016-11-07 21:07:55
MaintainerGuo Yu <[email protected]>
Package repositoryView on CRAN
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varband documentation built on May 30, 2017, 3:52 a.m.