JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Install the latest version of this package by entering the following in R:
install.packages("JPEN")
AuthorAshwini Maurya
Date of publication2015-09-16 10:05:02
MaintainerAshwini Maurya <mauryaas@msu.edu>
LicenseGPL-2
Version1.0

View on CRAN

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