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 |