scio: Sparse Columnwise Inverse Operator

Sparse Column-wise Inverse Operator for estimating the inverse covariance matrix. This is an implementation of the paper Liu and Luo, Journal of Multivariate Analysis (2015) 135 153-162. This version contains only the minimal set of functions for estimation and cross validation.

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Package details

AuthorXi (Rossi) LUO and Weidong Liu
MaintainerXi (Rossi) LUO <>
Package repositoryView on CRAN
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scio documentation built on March 3, 2020, 1:07 a.m.