hugogogo/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

Package details

Maintainer
LicenseGPL-3
Version0.9.1
URL http://github.com/hugogogo/varband
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("hugogogo/varband")
hugogogo/varband documentation built on Dec. 28, 2017, 3:54 a.m.