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varband
View on CRAN: Click
here
Download and install varband package within the R console
Install from CRAN:
install.packages("varband")
Install from Github:
library("remotes")
install_github("cran/varband")
Install by package version:
library("remotes")
install_version("varband", "0.9.0")
Attach the package and use:
library("varband")
Maintained by
Guo Yu
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-07
Latest Update: 2016-11-07
Description:
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>.
How to cite:
Guo Yu (2016). varband: Variable Banding of Large Precision Matrices. R package version 0.9.0, https://cran.r-project.org/web/packages/varband. Accessed 22 Dec. 2024.
Previous versions and publish date:
No previous versions
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Complete documentation for varband
Functions, R codes and Examples using
the varband R package
Some associated functions: ar_gen . block_diag_gen . matimage . sample_gen . varband . varband_cv . varband_gen . varband_path .
Some associated R codes: RcppExports.R . misc.R . model_gen.R . refit.R . utils.R . varband_cv.R . varband_path.R . Full varband package functions and examples
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