JPEN-package: Covariance and Inverse Covariance Matrix Estimation Using...

Description Details Author(s) References See Also

Description

A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Details

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Author(s)

Ashwini Maurya, Email: mauryaas@msu.edu. Ashwini Maurya Maintainer: Ashwini Maurya <mauryaas@msu.edu>

References

A Well Conditioned and Sparse Estimate of Covariance and Inverse Covariance Matrix Using Joint Penalty. Submitted. http://arxiv.org/pdf/1412.7907v2.pdf

See Also

jpen,jpen.inv


JPEN documentation built on May 2, 2019, 5:54 a.m.