Package: FastBandChol
Type: Package
Title: Fast Estimation of a Covariance Matrix by Banding the Cholesky
        Factor
Version: 0.1.1
Author: Aaron Molstad <molst029@umn.edu>
Maintainer: Aaron Molstad <molst029@umn.edu>
Description: 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.
License: GPL-2
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2026-09-24 12:17:40 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2015-08-26 16:44:04 UTC
RemoteUrl: https://github.com/cran/FastBandChol
RemoteRef: HEAD
RemoteSha: 5807b0616880fec2a919090bc53c7e440a967751