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.
| Version: | 0.1.1 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2015-08-26 |
| Author: | Aaron Molstad |
| Maintainer: | Aaron Molstad <molst029 at umn.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | FastBandChol results |
| Reference manual: | FastBandChol.pdf |
| Package source: | FastBandChol_0.1.1.tar.gz |
| Windows binaries: | r-devel: FastBandChol_0.1.1.zip, r-release: FastBandChol_0.1.1.zip, r-oldrel: FastBandChol_0.1.1.zip |
| macOS binaries: | r-release (arm64): FastBandChol_0.1.1.tgz, r-oldrel (arm64): FastBandChol_0.1.1.tgz, r-release (x86_64): FastBandChol_0.1.1.tgz, r-oldrel (x86_64): FastBandChol_0.1.1.tgz |
| Old sources: | FastBandChol archive |
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