varband

Variable Banding of Large Precision Matrices

CRAN Package

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.

  • Version0.9.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release11/07/2016

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