Implementation of the variable banding procedure for modeling local dependence and estimating precision matrices that is introduced in Yu & Bien (2016) and is available at < https://arxiv.org/abs/1604.07451>.
varband
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0.9.0 by Guo Yu, 8 months ago
http://github.com/hugogogo/varband
Report a bug at http://github.com/hugogogo/varband/issues
Browse source code at https://github.com/cran/varband
Authors: Guo Yu [aut, cre]
Documentation: PDF Manual
GPL-3 license
Imports Rcpp, stats, graphics
Suggests knitr, rmarkdown
Linking to Rcpp, RcppArmadillo
See at CRAN