R: Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

# Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

## Documentation for package ‘FastBandChol’ version 0.1.1

- DESCRIPTION file

## Help Pages

FastBandChol-package | Fast estimation of covariance matrix by banded Cholesky factor
banded.chol | Computes estimate of covariance matrix by banding the Cholesky factor
banded.chol.cv | Selects bandwidth for Cholesky factorization by cross validation
banded.sample | Computes banded sample covariance matrix
banded.sample.cv | Selects bandwidth for sample covariance matrix by cross validation
FastBandChol | Fast estimation of covariance matrix by banded Cholesky factor