PDSCE: Positive definite sparse covariance estimators

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

Author
Adam J. Rothman
Date of publication
2013-06-13 07:39:01
Maintainer
Adam J. Rothman <arothman@umn.edu>
License
GPL-2
Version
1.2

View on CRAN

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...

Files in this package

PDSCE
PDSCE/MD5
PDSCE/src
PDSCE/src/pdsc.c
PDSCE/man
PDSCE/man/pdsoft.cv.Rd
PDSCE/man/pdsoft.Rd
PDSCE/man/band.chol.cv.Rd
PDSCE/man/band.chol.Rd
PDSCE/man/PDSCE-package.Rd
PDSCE/R
PDSCE/R/safe.band.R
PDSCE/R/pdsoft.cv.R
PDSCE/R/pdsoft.R
PDSCE/R/fast.band.R
PDSCE/R/band.chol.cv.R
PDSCE/R/band.chol.R
PDSCE/NAMESPACE
PDSCE/DESCRIPTION