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FastBandChol - MaRDI portal

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FastBandChol (Q157321)

From MaRDI portal





Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor
Language Label Description Also known as
English
FastBandChol
Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

    Statements

    instance of
    R package
    0 references
    last update
    26 August 2015
    0 references
    software version identifier
    0.1.1
    publication date
    26 August 2015
    0 references
    author
    Aaron Molstad
    0 references
    programmed in
    R
    0 references
    imports
    Rcpp
    0 references

    Identifiers

    CRAN project
    FastBandChol
    0 references
     
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