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Provides functions which perform Bayesian estimations of a covariance matrix for multivariate normal data. Assumes that the covariance matrix is sparse or band matrix and positive-definite. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea ('NRF') funded by the Ministry of Education ('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207' and 'NRF-2020R1C1C1A01013338').
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5) |
| Imports: | GIGrvg, coda, progress, BayesFactor, MASS, mvnfast, matrixcalc, matrixStats, purrr, dplyr, RSpectra, Matrix, plyr, CholWishart, magrittr, future, furrr, ks, ggplot2, ggmcmc, caret, FinCovRegularization, mvtnorm |
| Published: | 2024-02-06 |
| Author: | Kwangmin Lee [aut], Kyeongwon Lee [aut, cre], Kyoungjae Lee [aut], Seongil Jo [aut], Jaeyong Lee [ctb] |
| Maintainer: | Kyeongwon Lee <kwlee1718 at gmail.com> |
| License: | GPL-2 |
| URL: | https://github.com/statjs/bspcov |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | bspcov results |
| Reference manual: | bspcov.pdf |
| Package source: | bspcov_1.0.0.tar.gz |
| Windows binaries: | r-devel: bspcov_1.0.0.zip, r-release: bspcov_1.0.0.zip, r-oldrel: bspcov_1.0.0.zip |
| macOS binaries: | r-release (arm64): bspcov_1.0.0.tgz, r-oldrel (arm64): bspcov_1.0.0.tgz, r-release (x86_64): bspcov_1.0.0.tgz, r-oldrel (x86_64): bspcov_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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