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r-FastBandChol

Description

Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor.

Description
cran.r-project.org
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.
Metadata

Version

0.1.1

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/FastBandChol/

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