Contains functions for nonparametric estimation of the bivariate function defining the elements of the modified Cholesky decomposition of the inverse covariance matrix. The function defining the elements of the Cholesky decomposition corresponds to the varying coefficient function when regressing an observation y_t from a longitudinal vector on its predecessors. Thin plate splines are used to model the varying coefficient function.
|Author||Tayler A. Blake|
|Maintainer||Tayler A. Blake <[email protected]>|
|License||What license is it under?|
|Package repository||View on GitHub|
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