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FastBandChol  

Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor
View on CRAN: Click here


Download and install FastBandChol package within the R console
Install from CRAN:
install.packages("FastBandChol")

Install from Github:
library("remotes")
install_github("cran/FastBandChol")

Install by package version:
library("remotes")
install_version("FastBandChol", "0.1.1")



Attach the package and use:
library("FastBandChol")
Maintained by
Aaron Molstad
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-25
Latest Update: 2015-08-26
Description:
Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified Gram-Schmidt algorithm implemented in RcppArmadilo. See for details on the algorithm.
How to cite:
Aaron Molstad (2015). FastBandChol: Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor. R package version 0.1.1, https://cran.r-project.org/web/packages/FastBandChol. Accessed 27 Oct. 2026.
Previous versions and publish date:
0.1.0 (2015-08-25 01:05), (2026-07-09 08:04)
Other packages that cited FastBandChol R package
View FastBandChol citation profile
Other R packages that FastBandChol depends, imports, suggests or enhances
Complete documentation for FastBandChol
Functions, R codes and Examples using the FastBandChol R package
Some associated functions: Banded.Chol.CV . Banded.Chol . Banded.Sample.CV . Banded.Sample . FastBandChol-package . 
Some associated R codes: Banded_Chol.R . Banded_Chol_CV.R . Banded_Sample.R . Banded_Sample_CV.R . RcppExports.R .  Full FastBandChol package functions and examples
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