JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

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A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Author
Ashwini Maurya
Date of publication
2015-09-16 10:05:02
Maintainer
Ashwini Maurya <mauryaas@msu.edu>
License
GPL-2
Version
1.0

View on CRAN

Man pages

f.K.fold
Subset the data into K fold, training and test data.
jpen
JPEN Estimate of covariance matrix
jpen.inv
JPEN estimate of inverse cov matrix
jpen.inv.tune
Tuning parameter Selection for inverse covariance matrix...
JPEN-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("JPEN")}
jpen.tune
Tuning parameter selection based on minimization of 5 fold...
lamvec
returns a vector of values of lambda for given value of gamma
tr
Trace of matrix

Files in this package

JPEN
JPEN/NAMESPACE
JPEN/R
JPEN/R/JPEN.R
JPEN/MD5
JPEN/build
JPEN/build/partial.rdb
JPEN/DESCRIPTION
JPEN/man
JPEN/man/jpen.inv.Rd
JPEN/man/JPEN-package.Rd
JPEN/man/jpen.tune.Rd
JPEN/man/jpen.Rd
JPEN/man/f.K.fold.Rd
JPEN/man/jpen.inv.tune.Rd
JPEN/man/lamvec.Rd
JPEN/man/tr.Rd