varband (version 0.9.0)

Variable Banding of Large Precision Matrices

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 .

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Install

install.packages('varband')

Monthly Downloads

146

Version

0.9.0

License

GPL-3

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Repository

http://github.com/hugogogo/varband

Maintainer

Guo Yu

Last Published

November 7th, 2016

Functions in varband (0.9.0)

ar_gen

Generate an autoregressive model.

varband_gen

Generate a model with variable bandwidth.

block_diag_gen

Generate a model with block-diagonal structure

sample_gen

Generate random samples.

matimage

Plot the sparsity pattern of a square matrix