Variable Banding of Large Precision Matrices

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>.


Reference manual

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install.packages("varband")

0.9.0 by Guo Yu, 5 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