Man pages for hugogogo/varband
Variable Banding of Large Precision Matrices

ar_genGenerate an autoregressive model.
block_diag_genGenerate a model with block-diagonal structure
matimagePlot the sparsity pattern of a square matrix
sample_genGenerate random samples.
varbandCompute the varband estimate for a fixed tuning parameter...
varband_cvPerform nfolds-cross validation
varband_genGenerate a model with variable bandwidth.
varband_pathSolve main optimization problem along a path of lambda
hugogogo/varband documentation built on Dec. 28, 2017, 3:54 a.m.