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>.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Guo Yu, 8 months ago
Report a bug at http://github.com/hugogogo/varband/issues
Browse source code at
Guo Yu [aut, cre]
Imports Rcpp, stats, graphics
Suggests knitr, rmarkdown
Linking to Rcpp, RcppArmadillo
See at CRAN