Man pages for SCPME
Shrinking Characteristics of Precision Matrix Estimators

ADMMcPenalized precision matrix estimation via ADMM (c++)
compoundGenerate compound symmetric matrices
CV_ADMMcCV ADMM penalized precision matrix estimation (c++)
CVP_ADMMParallel CV (uses CVP_ADMMc)
CVP_ADMMcCV (no folds) ADMM penalized precision matrix estimation...
data_genNormal regression data generator
denseGenerate dense matrices
denseQRGenerate dense matrices (via spectral decomposition)
plot.shrinkPlot shrink object
print.shrinkPrint shrink object
RIDGEcRidge-penalized precision matrix estimation (c++)
shrinkShrinking characteristics of precision matrix estimators
tridiagGenerate tri-diagonal matrices
SCPME documentation built on May 2, 2019, 3:42 a.m.