MakeFolds               Make folds for cross validation
banded                  Generates a banded covariance matrix and matrix
                        squareroot sig: value of kth band (starting
                        with diagonal) size of band is length(sig)
formw                   Form the "general weights" matrix
gpband                  Groupwise soft-thresholds subdiagonals by lam *
                        w
hierband                Solves main optimization problem for fixed
                        lambda value
hierband-package        Convex banding of the covariance matrix using
hierband.cv             Performs nfolds-cross validation
hierband.path           Solves main optimization problem over a grid of
                        lambda values
lam.max.hierband        Computes the smallest lambda such that P=0.
ma                      Covariance of an equal-weighted moving-average
                        process
subdiag.thresh          Performs a single pass of BCD on a matrix R.
subdiagonal.l2norms     Compute the L2 norm of each subdiagonal of a
                        symmetric matrix R.
