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An R package for Bayesian Sparse Estimation of a Covariance Matrix
To build the package from source, you need to have the following:
# lock the renv
<- c("GIGrvg", "coda", "progress", "BayesFactor", "MASS", "mvnfast", "matrixcalc", "matrixStats", "purrr", "dplyr", "RSpectra", "Matrix", "plyr", "CholWishart", "magrittr", "future", "furrr", "ks", "ggplot2", "ggmcmc", "caret", "FinCovRegularization", "mvtnorm")
pkgs ::snapshot(packages = pkgs)
renv
# update docs
::document() devtools
## check package
VERSION=$(git describe --tags | sed 's/v//g')
## build manual
R CMD Rd2pdf --force --no-preview -o bspcov-manual.pdf .
## build package
sed -i '' "s/Version: [^\"]*/Version: ${VERSION}/g" "DESCRIPTION"
R CMD build .
You can install the bspcov
package from CRAN:
install.packages("bspcov")
or the development version from GitHub, by using the function
install_github()
from devtools
package:
::install_github("statjs/bspcov", ref = "main") devtools
This work was supported by the National Research Foundation of
Korea(NRF) grant funded by the Korea government(MSIT)
(RS-2023-00211979, NRF-2022R1A5A7033499, NRF-2020R1A4A1018207, and
NRF-2020R1C1C1A01013338)
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.