Package: FastBandChol
Type: Package
Title: Fast Estimation of a Covariance Matrix by Banding the Cholesky
        Factor
Version: 0.1.0
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
Packaged: 2015-08-24 15:05:44 UTC; aaronmolstad
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-08-25 01:05:04
