README.md

In unix9999/insurance: Graph-Guided Banding of the Covariance Matrix

ggb

This R package implements the graph-guided banding estimators introduced in Bien, J. (2016) "Graph-Guided Banding of the Covariance Matrix".

The easiest way to install ggb is by using the devtools R package (if not already installed, open R and type install.packages("devtools")). To install ggb, type

devtools::install_github("jacobbien/ggb", build_vignettes = TRUE)

in R. This installs ggb from github and builds its vignette. To see the vignette (which is the best way to understand how to use ggb), type

vignette("using_ggb")

in R.

unix9999/insurance documentation built on May 26, 2019, 5:34 a.m.