PDSCE: Positive definite sparse covariance estimators

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

Package details

AuthorAdam J. Rothman
MaintainerAdam J. Rothman <[email protected]>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PDSCE")

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PDSCE documentation built on May 29, 2017, 12:30 p.m.