Package: FastBandChol
Type: Package
Title: Fast Estimation of a Covariance Matrix by Banding the Cholesky
        Factor
Version: 0.1.1
Author: Aaron Molstad <molst029@umn.edu>
Maintainer: Aaron Molstad <molst029@umn.edu>
Description: Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified Gram-Schmidt algorithm implemented in RcppArmadilo. See <http://stat.umn.edu/~molst029> for details on the algorithm. 
License: GPL-2
LazyData: TRUE
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2015-08-26 14:08:04 UTC; aaron
Repository: CRAN
Date/Publication: 2015-08-26 16:44:04
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 17:49:41 UTC; unix
Archs: FastBandChol.so.dSYM
