Man pages for SCPME
Shrinking Characteristics of Precision Matrix Estimators
| ADMMc | Penalized precision matrix estimation via ADMM (c++) |
| compound | Generate compound symmetric matrices |
| CV_ADMMc | CV ADMM penalized precision matrix estimation (c++) |
| CVP_ADMM | Parallel CV (uses CVP_ADMMc) |
| CVP_ADMMc | CV (no folds) ADMM penalized precision matrix estimation... |
| data_gen | Normal regression data generator |
| dense | Generate dense matrices |
| denseQR | Generate dense matrices (via spectral decomposition) |
| plot.shrink | Plot shrink object |
| print.shrink | Print shrink object |
| RIDGEc | Ridge-penalized precision matrix estimation (c++) |
| shrink | Shrinking characteristics of precision matrix estimators |
| tridiag | Generate tri-diagonal matrices |
