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bspcov  

Bayesian Sparse Estimation of a Covariance Matrix
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bspcov", "1.0.3")



Attach the package and use:
library("bspcov")
Maintained by
Kyeongwon Lee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-06
Latest Update: 2025-07-02
Description:
Provides functions which perform Bayesian estimations of a covariance matrix for multivariate normal data. Assumes that the covariance matrix is sparse or band matrix and positive-definite. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea ('NRF') funded by the Ministry of Education ('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207' and 'NRF-2020R1C1C1A01013338').
How to cite:
Kyeongwon Lee (2024). bspcov: Bayesian Sparse Estimation of a Covariance Matrix. R package version 1.0.3, https://cran.r-project.org/web/packages/bspcov. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0.0 (2024-02-06 17:50), 1.0.1 (2024-11-13 21:10), 1.0.2 (2025-07-03 00:00)
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Complete documentation for bspcov
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