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

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("unix9999/insurance")
unix9999/insurance documentation built on March 19, 2018, 3:04 a.m.