Variable Banding of Large Precision Matrices

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Documentation for package ‘varband’ version 0.9.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

ar_gen	Generate an autoregressive model.
block_diag_gen	Generate a model with block-diagonal structure
matimage	Plot the sparsity pattern of a square matrix
sample_gen	Generate random samples.
varband	Compute the varband estimate for a fixed tuning parameter value with different penalty options.
varband_cv	Perform nfolds-cross validation
varband_gen	Generate a model with variable bandwidth.
varband_path	Solve main optimization problem along a path of lambda