PDSCE: Positive definite sparse covariance estimators
Version 1.2

A package to compute and tune some positive definite and sparse covariance estimators

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AuthorAdam J. Rothman
Date of publication2013-06-13 07:39:01
MaintainerAdam J. Rothman <arothman@umn.edu>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("PDSCE")

Man pages

band.chol: Computes the banded covariance estimator by banding the...
band.chol.cv: Banding parameter selection for banding the covariance...
PDSCE-package: Positive definite sparse covariance estimators
pdsoft: A permutation invariant positive definite and sparse...
pdsoft.cv: Tuning parameter selection and computation for the positive...

Functions

PDSCE Man page
PDSCE-package Man page
band.chol Man page Source code
band.chol.cv Man page Source code
fast.band Source code
pdsoft Man page Source code
pdsoft.cv Man page Source code
safe.band Source code

Files

MD5
src
src/pdsc.c
man
man/pdsoft.cv.Rd
man/pdsoft.Rd
man/band.chol.cv.Rd
man/band.chol.Rd
man/PDSCE-package.Rd
R
R/safe.band.R
R/pdsoft.cv.R
R/pdsoft.R
R/fast.band.R
R/band.chol.cv.R
R/band.chol.R
NAMESPACE
DESCRIPTION
PDSCE documentation built on May 19, 2017, 10:26 a.m.