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 <[email protected]>
Package repositoryView on CRAN
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JPEN documentation built on May 29, 2017, 6:47 p.m.