r-varband
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>.
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Summary
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>.
Last Updated
Dec 12, 2019 at 18:06
License
GPL-3
Total Downloads
6
Supported Platforms
linux-64
win-64
macOS-64