Package: FastBandChol 0.1.1
Aaron Molstad
FastBandChol: Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor
Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified Gram-Schmidt algorithm implemented in RcppArmadilo. See <http://stat.umn.edu/~molst029> for details on the algorithm.
Authors:
FastBandChol_0.1.1.tar.gz
FastBandChol_0.1.1.tar.gz(r-4.5-noble)FastBandChol_0.1.1.tar.gz(r-4.4-noble)
FastBandChol_0.1.1.tgz(r-4.4-emscripten)FastBandChol_0.1.1.tgz(r-4.3-emscripten)
FastBandChol.pdf |FastBandChol.html✨
FastBandChol/json (API)
| # Install 'FastBandChol' in R: |
| install.packages('FastBandChol', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:5807b06168. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 16 2024 |
| R-4.5-linux-x86_64 | OK | Sep 16 2024 |
Exports:banded.cholbanded.chol.cvbanded.samplebanded.sample.cv
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fast estimation of covariance matrix by banded Cholesky factor | FastBandChol-package FastBandChol |
| Computes estimate of covariance matrix by banding the Cholesky factor | banded.chol |
| Selects bandwidth for Cholesky factorization by cross validation | banded.chol.cv |
| Computes banded sample covariance matrix | banded.sample |
| Selects bandwidth for sample covariance matrix by cross validation | banded.sample.cv |