CondReg: Condition Number Regularized Covariance Estimation

Based on \url{http://statistics.stanford.edu/~ckirby/techreports/GEN/2012/2012-10.pdf}

AuthorSang-Yun Oh <syoh@lbl.gov>, Joong-Ho Won <wonj@stats.snu.ac.kr>
Date of publication2014-07-10 07:33:59
MaintainerSang-Yun Oh <syoh@lbl.gov>
LicenseGPL-3
Version0.20

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