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bspcov
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", "1.0.1")
Attach the package and use:
library("bspcov")
Maintained by
Kyeongwon Lee
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.bspcov . https://github.com/statjs/bspcov . bspcov results . bspcov.pdf . bspcov_1.0.1.tar.gz . bspcov_1.0.1.zip . bspcov_1.0.1.zip . bspcov_1.0.1.zip . bspcov_1.0.1.tgz . bspcov_1.0.1.tgz . bspcov_1.0.1.tgz . bspcov_1.0.1.tgz . bspcov_1.0.1.tgz . bspcov_1.0.1.tgz . bspcov archive . https://CRAN.R-project.org/package=bspcov .
First Published: 2024-02-06
Latest Update: 2024-02-06
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 1.0.1, https://cran.r-project.org/web/packages/bspcov. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0.0 (2024-02-06 17:50)
Other packages that cited bspcov R package
View bspcov citation profile
Other R packages that bspcov depends,
imports, suggests or enhances
Complete documentation for bspcov
Functions, R codes and Examples using
the bspcov R package
Some associated functions: SP500_idioerr . bandPPP . bmspcov . colon . cv.bandPPP . cv.thresPPP . estimate . plot.bspcov . plot.postmean.bspcov . sbmspcov . summary.bspcov . thresPPP . tissues .
Some associated R codes: bandPPP.R . bmspcov.R . cv.bandPPP.R . cv.thresPPP.R . data.SP500_idioerr.R . data.colon.R . data.tissues.R . estimate.R . globals.R . hidden.R . plot.bspcov.R . plot.postmean.bspcov.R . sbmspcov.R . summary.bspcov.R . thresPPP.R . Full bspcov package functions and examples
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