PDSCE: Positive Definite Sparse Covariance Estimators

Compute and tune some positive definite and sparse covariance estimators.

Package details

AuthorAdam J. Rothman
MaintainerAdam J. Rothman <arothman@umn.edu>
LicenseGPL-2
Version1.2.1
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 June 23, 2022, 9:12 a.m.