varband

cranv0.9.0

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>.

License GPL-3strong copyleft0 versions1 maintainers3 deps51 weekly dl
http://github.com/hugogogo/varband
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First published · 2016-11-07 20:12:20

Last updated · 2016-11-07T21:07:55+00:00