# Bayesian Sparse Estimation of a Covariance Matrix

## Documentation for package ‘bspcov’ version 1.0.2

- 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
proc_colon | Preprocess Colon Gene Expression Data
proc_SP500 | Preprocess SP500 data
sbmspcov | Bayesian Sparse Covariance Estimation using Sure Screening
SP500 | SP500 dataset
summary.bspcov | Summary of Posterior Distribution
thresPPP | Bayesian Estimation of a Sparse Covariance Matrix
tissues | tissues dataset