Implementation of the convex banding procedure (using a hierarchical group lasso penalty) for covariance estimation that is introduced in Bien, Bunea, Xiao (2015) Convex Banding of the Covariance Matrix. Accepted for publication in JASA.
| Version: | 1.0 |
| Depends: | R (≥ 3.2.0) |
| Suggests: | knitr |
| Published: | 2015-06-13 |
| Author: | Jacob Bien, Florentina Bunea, and Luo Xiao |
| Maintainer: | Jacob Bien <jbien at cornell.edu> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | hierband results |
| Reference manual: | hierband.pdf |
| Vignettes: |
Using the hierband package |
| Package source: | hierband_1.0.tar.gz |
| Windows binaries: | r-devel: hierband_1.0.zip, r-release: hierband_1.0.zip, r-oldrel: hierband_1.0.zip |
| macOS binaries: | r-release: hierband_1.0.tgz, r-oldrel: hierband_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=hierband to link to this page.