FastBandChol

Fast Estimation of a Covariance Matrix by Banding the Cholesky Factor

v0.1.1 · Aug 26, 2015 · GPL-2

Description

Fast and numerically stable estimation of a covariance matrix by banding the Cholesky factor using a modified Gram-Schmidt algorithm implemented in RcppArmadilo. See <http://stat.umn.edu/~molst029> for details on the algorithm.

Downloads

199

Last 30 days

16764th

199

Last 90 days

199

Last year

CRAN Check Status

7 NOTE

7 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	48.8s
r-devel-linux-x86_64-debian-gcc	NOTE	34.1s
r-devel-linux-x86_64-fedora-clang	NOTE	66.7s
r-devel-linux-x86_64-fedora-gcc	NOTE	77.6s
r-devel-macos-arm64	OK	14s
r-devel-windows-x86_64	OK	97s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	37s
r-oldrel-windows-x86_64	NOTE	106s
r-patched-linux-x86_64	OK	41.3s
r-release-linux-x86_64	OK	37.8s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	38s
r-release-windows-x86_64	OK	92s

Check details (14 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Aaron Molstad <molst029@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Aaron",
                    family = "Molstad",
                    role = c("aut", "cre"),
                    email = "molst029@umn.edu")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Aaron Molstad <molst029@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Aaron",
                    family = "Molstad",
                    role = c("aut", "cre"),
                    email = "molst029@umn.edu")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘FastBandChol/libs/FastBandChol.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘FastBandChol/libs/FastBandChol.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

OK r-devel-macos-arm64

OK r-devel-windows-x86_64

NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

OK r-patched-linux-x86_64

OK r-release-linux-x86_64

OK r-release-macos-arm64

OK r-release-macos-x86_64

OK r-release-windows-x86_64

Check History

NOTE 7 OK · 7 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Aaron Molstad <molst029@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Aaron",
                    family = "Molstad",
                    role = c("aut", "cre"),
                    email = "molst029@umn.edu")
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Aaron Molstad <molst029@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Aaron",
                    family = "Molstad",
                    role = c("aut", "cre"),
                    email = "molst029@umn.edu")
as necessary.

NOTE r-devel-linux-x86_64-fedora-clang

compiled code

File ‘FastBandChol/libs/FastBandChol.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-devel-linux-x86_64-fedora-gcc

compiled code

File ‘FastBandChol/libs/FastBandChol.so’:
  Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’

It is good practice to register native routines and to disable symbol
search.

See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.

NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory

Dependency Network

Version History

new 0.1.1 Mar 9, 2026