This R package implements the graph-guided banding estimators introduced in Bien, J. (2018) "Graph-Guided Banding of the Covariance Matrix". Journal of the American Statistical Association.
The easiest way to install ggb is by using the devtools R package (if not already installed, open R and type install.packages("devtools")). To install ggb, type
devtools::install_github("jacobbien/ggb", build_vignettes = TRUE)in R. This installs ggb from github and builds its vignette. To see the vignette (which is the best way to understand how to use ggb), type
vignette("using_ggb")in R.