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 DOI: 10.32614/CRAN.package.FastBandChol Author: Aaron Molstad Maintainer: Aaron Molstad <molst029 at umn.edu> License: GPL-2 NeedsCompilation: yes CRAN checks: FastBandChol results Documentation: Reference manual: FastBandChol.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=FastBandChol to link to this page.
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