bspcov

Bayesian Sparse Estimation of a Covariance Matrix

CRAN Package

Provides functions which perform Bayesian estimations of a covariance matrix for multivariate normal data. Assumes that the covariance matrix is sparse or band matrix and positive-definite. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea ('NRF') funded by the Ministry of Education ('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207' and 'NRF-2020R1C1C1A01013338').

  • Version1.0.0
  • R version≥ 3.5
  • LicenseGPL-2
  • Needs compilation?No
  • Last release02/06/2024

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  • Depends1 package
  • Imports23 packages