This package is considered a duplicate. The official version of this package is found at:https://hugogogo.r-universe.dev/varband

Package: varband 0.9.0

Guo Yu

varband: Variable Banding of Large Precision Matrices

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>.

Authors:Guo Yu [aut, cre]

varband_0.9.0.tar.gz
varband_0.9.0.tar.gz(r-4.5-noble)varband_0.9.0.tar.gz(r-4.4-noble)
varband_0.9.0.tgz(r-4.4-emscripten)varband_0.9.0.tgz(r-4.3-emscripten)
varband.pdf |varband.html✨
varband/json (API)
NEWS

# Install 'varband' in R:

install.packages('varband', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/hugogogo/varband/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

openblas cpp

2.00 score 10 scripts 94 downloads 8 exports 2 dependencies

Last updated 8 years agofrom:86c2b24bf9. Checks:OK: 1 NOTE: 1. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Dec 13 2024
R-4.5-linux-x86_64	NOTE	Dec 13 2024

Exports:ar_gen block_diag_gen matimage sample_gen varband varband_cv varband_gen varband_path

Dependencies:Rcpp RcppArmadillo

Using the varband package

Guo Yu

Rendered fromvarband-vignette.Rmdusingknitr::rmarkdownon Dec 13 2024.

Last update: 2016-11-07
Started: 2016-11-07

Citation

Readme and manuals

Help Manual

Help page	Topics
Generate an autoregressive model.	ar_gen
Generate a model with block-diagonal structure	block_diag_gen
Plot the sparsity pattern of a square matrix	matimage
Generate random samples.	sample_gen
Compute the varband estimate for a fixed tuning parameter value with different penalty options.	varband
Perform nfolds-cross validation	varband_cv
Generate a model with variable bandwidth.	varband_gen
Solve main optimization problem along a path of lambda	varband_path