scio: Sparse Column-wise Inverse Operator

Sparse Column-wise Inverse Operator for estimating the inverse covariance matrix. Note that this is a preliminary version accompanying the arXiv paper (arXiv:1203.3896) in 2012. This version contains only the minimal set of functions for estimation and cross validation.

AuthorXi (Rossi) LUO and Weidong Liu
Date of publication2014-04-15 18:42:18
MaintainerXi (Rossi) LUO <xi.rossi.luo@gmail.com>
LicenseGPL-2
Version0.6.1

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