JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty
Version 1.0

A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

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

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: Covariance and Inverse Covariance Matrix Estimation Using...
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

Functions

JPEN Man page
JPEN-package Man page
f.K.fold Man page Source code
jpen Man page Source code
jpen.inv Man page Source code
jpen.inv.tune Man page Source code
jpen.tune Man page Source code
lamvec Man page Source code
tr Man page Source code

Files

NAMESPACE
R
R/JPEN.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/jpen.inv.Rd
man/JPEN-package.Rd
man/jpen.tune.Rd
man/jpen.Rd
man/f.K.fold.Rd
man/jpen.inv.tune.Rd
man/lamvec.Rd
man/tr.Rd
JPEN documentation built on May 29, 2017, 6:47 p.m.