hierband: Convex Banding of the Covariance Matrix

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

Documentation:

Reference manual:	hierband.pdf
Vignettes:	Using the hierband package

Downloads:

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 (arm64): hierband_1.0.tgz, r-oldrel (arm64): hierband_1.0.tgz, r-release (x86_64): hierband_1.0.tgz, r-oldrel (x86_64): hierband_1.0.tgz

Linking:

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