bspcov (Q5976280)
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Bayesian Sparse Estimation of a Covariance Matrix
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bspcov |
Bayesian Sparse Estimation of a Covariance Matrix |
Statements
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').
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6 February 2024
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