unix9999/insurance: Graph-Guided Banding of the Covariance Matrix
Implementation of the two graph-guided banding estimators of Bien, J. (2016) "Graph-Guided Banding of the Covariance Matrix."
Getting started
Browse package contents
Package details |
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| Maintainer | Jacob Bien <jbien@usc.edu> |
| License | GPL-3 |
| Version | 0.10.0 |
| URL | http://arxiv.org/abs/1606.00451 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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