Description Usage Arguments Value References Examples
Apply banding operator on a covariance matrix with a banding parameter.
1 |
sigma |
a p*p covariance matrix |
k |
banding parameter |
a regularized covariance matrix after banding operation
"High-Dimensional Covariance Estimation" by Mohsen Pourahmadi
1 2 3 | data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
banding(cov.SAM, 7)
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