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 .

Documentation

Manual: varband.pdf
Vignette: Using the varband package

Maintainer: Guo Yu <gy63 at cornell.edu>

Author(s): Guo Yu*

Install package and any missing dependencies by running this line in your R console:

install.packages("varband")

Depends
Imports Rcpp, stats, graphics
Suggests knitr, rmarkdown
Enhances
Linking to Rcpp, RcppArmadillo
Reverse
depends
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imports
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suggests
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enhances
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linking to

Package varband
Materials
URL http://github.com/hugogogo/varband
Task Views
Version 0.9.0
Published 2016-11-07
License GPL-3
BugReports http://github.com/hugogogo/varband/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks varband check results
Package source varband_0.9.0.tar.gz