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
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varband.pdf |varband.html✨
varband/json (API)
NEWS
# 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 7 years agofrom:aca7e8497a. Checks:ERROR: 1 WARNING: 8. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | FAIL | Nov 22 2024 |
R-4.5-win-x86_64 | WARNING | Nov 22 2024 |
R-4.5-linux-x86_64 | WARNING | Nov 22 2024 |
R-4.4-win-x86_64 | WARNING | Nov 22 2024 |
R-4.4-mac-x86_64 | WARNING | Nov 22 2024 |
R-4.4-mac-aarch64 | WARNING | Nov 22 2024 |
R-4.3-win-x86_64 | WARNING | Nov 22 2024 |
R-4.3-mac-x86_64 | WARNING | Nov 22 2024 |
R-4.3-mac-aarch64 | WARNING | Nov 22 2024 |
Exports:ar_genblock_diag_genmatimagesample_genvarbandvarband_cvvarband_genvarband_path
Dependencies:RcppRcppArmadillo
Using the varband package
Rendered fromvarband-vignette.Rmd
usingknitr::rmarkdown
on Nov 22 2024.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 |