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


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
OS X El Capitan binaries: r-release: hierband_1.0.tgz
OS X Mavericks binaries: r-oldrel: hierband_1.0.tgz


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