JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Package details

AuthorAshwini Maurya
MaintainerAshwini Maurya <mauryaas@msu.edu>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("JPEN")

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JPEN documentation built on May 2, 2019, 5:54 a.m.