Bayesian Sparse Estimation of a Covariance Matrix

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Documentation for package ‘bspcov’ version 1.0.0

• DESCRIPTION file.

Help Pages

bandPPP	Bayesian Estimation of a Banded Covariance Matrix
bmspcov	Bayesian Sparse Covariance Estimation
colon	colon dataset
cv.bandPPP	CV for Bayesian Estimation of a Banded Covariance Matrix
cv.thresPPP	CV for Bayesian Estimation of a Sparse Covariance Matrix
estimate	Point-estimate of posterior distribution
estimate.bspcov	Point-estimate of posterior distribution
plot.bspcov	Plot Diagnostics of Posterior Samples and Cross-Validation
plot.postmean.bspcov	Draw a Heat Map for Point Estimate of Covariance Matrix
sbmspcov	Bayesian Sparse Covariance Estimation using Sure Screening
SP500_idioerr	SP500 dataset
summary.bspcov	Summary of Posterior Distribution
thresPPP	Bayesian Estimation of a Sparse Covariance Matrix
tissues	tissues dataset