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>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the PDSCE package in your browser

Any scripts or data that you put into this service are public.

PDSCE documentation built on June 23, 2022, 9:12 a.m.