An implementation of the covariance estimation method proposed in Chi and Lange (2014), "Stable estimation of a covariance matrix guided by nuclear norm penalties," Computational Statistics and Data Analysis 80:117-128.
|Author||Eric C. Chi <[email protected]>|
|Date of publication||2015-04-15 12:38:20|
|Maintainer||Eric C. Chi <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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