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-4.7-arm64)FastBandChol_0.1.1.tar.gz(r-4.7-x86_64)FastBandChol_0.1.1.tar.gz(r-4.6-arm64)FastBandChol_0.1.1.tar.gz(r-4.6-x86_64)
FastBandChol_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:5807b06168. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 114 | ||
| linux-devel-x86_64 | OK | 110 | ||
| source / vignettes | OK | 145 | ||
| linux-release-arm64 | OK | 119 | ||
| linux-release-x86_64 | OK | 113 | ||
| wasm-release | OK | 102 |
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 |