CondReg: Condition Number Regularized Covariance Estimation

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

Getting started

Package details

AuthorSang-Yun Oh <[email protected]>, Joong-Ho Won <[email protected]>
MaintainerSang-Yun Oh <[email protected]>
LicenseGPL-3
Version0.20
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CondReg")

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CondReg documentation built on May 2, 2019, 4:52 a.m.