jacobbien/ggb: Graph-Guided Banding of the Covariance Matrix
Version 0.10.0

Implementation of the two graph-guided banding estimators of Bien, J. (2018) "Graph-Guided Banding of the Covariance Matrix." Journal of the American Statistical Association.

Getting started

Package details

MaintainerJacob Bien <[email protected]>
LicenseGPL-3
Version0.10.0
URL http://arxiv.org/abs/1606.00451
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("jacobbien/ggb")
jacobbien/ggb documentation built on April 2, 2018, 9:20 p.m.