Man pages for JPEN
Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty
| 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 |
