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

f.K.foldSubset the data into K fold, training and test data.
jpenJPEN Estimate of covariance matrix
jpen.invJPEN estimate of inverse cov matrix
jpen.inv.tuneTuning parameter Selection for inverse covariance matrix...
JPEN-packageCovariance and Inverse Covariance Matrix Estimation Using...
jpen.tuneTuning parameter selection based on minimization of 5 fold...
lamvecreturns a vector of values of lambda for given value of gamma
trTrace of matrix
JPEN documentation built on May 2, 2019, 5:54 a.m.