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>.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-3
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6
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Linux 64 Version: 0.9.0
Win 64 Version: 0.9.0
macOS 64 Version: 0.9.0