FastBandChol
Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling source/ R- | FastBandChol_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
latest source/ R- | FastBandChol_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
2026-04-23 source/ R- | FastBandChol_0.1.1.tar.gz |
4.5 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | FastBandChol_0.1.1.zip |
387.8 KiB |