Data simulation | Estimating $L$ with a fixed tuning parameter | Computing estimators along a tuning parameter path | Selecting the tuning parameter | Estimating $L$ with a maximum number of bandwidth | Estimating $L$ with $\ell_1$ penalty
Package: varband 0.9.1
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:
varband_0.9.1.tar.gz
varband_0.9.1.zip(r-4.7)varband_0.9.1.zip(r-4.6)varband_0.9.1.zip(r-4.5)
varband_0.9.1.tgz(r-4.6-x86_64)varband_0.9.1.tgz(r-4.6-arm64)varband_0.9.1.tgz(r-4.5-x86_64)varband_0.9.1.tgz(r-4.5-arm64)
varband_0.9.1.tar.gz(r-4.7-arm64)varband_0.9.1.tar.gz(r-4.7-x86_64)varband_0.9.1.tar.gz(r-4.6-arm64)varband_0.9.1.tar.gz(r-4.6-x86_64)
varband_0.9.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
varband/json (API)
| # Install 'varband' in R: |
| install.packages('varband', repos = c('https://hugogogo.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/hugogogo/varband/issues
Last updated from:aca7e8497a. Checks:11 WARNING, 1 ERROR, 1 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | WARNING | 127 | ||
| linux-devel-x86_64 | WARNING | 126 | ||
| source / vignettes | ERROR | 173 | ||
| linux-release-arm64 | WARNING | 133 | ||
| linux-release-x86_64 | WARNING | 146 | ||
| macos-release-arm64 | WARNING | 160 | ||
| macos-release-x86_64 | WARNING | 215 | ||
| macos-oldrel-arm64 | WARNING | 137 | ||
| macos-oldrel-x86_64 | WARNING | 220 | ||
| windows-devel | WARNING | 114 | ||
| windows-release | WARNING | 102 | ||
| windows-oldrel | WARNING | 104 | ||
| wasm-release | OK | 144 |
Exports:ar_genblock_diag_genmatimagesample_genvarbandvarband_cvvarband_genvarband_path
Dependencies:RcppRcppArmadillo
Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.
Using the varband package
Last update: 2017-12-27
Started: 2016-11-07
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 |
