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.

Author
Xi (Rossi) LUO and Weidong Liu
Date of publication
2014-04-15 18:42:18
Maintainer
Xi (Rossi) LUO <xi.rossi.luo@gmail.com>
License
GPL-2
Version
0.6.1

View on CRAN

Man pages

scio
Sparse Column-wise Inverse Operator
scio.cv
Sparse Column-wise Inverse Operator
sciopath
Compute the SCIO estimates for a grid of penalty values
scio.refit
Refitted Sparse Column-wise Inverse Operator

Files in this package

scio
scio/src
scio/src/scio.f90
scio/NAMESPACE
scio/R
scio/R/scio.refit.R
scio/R/scio.R
scio/R/scio.cv.R
scio/R/sciopath.R
scio/R/likelihood.R
scio/MD5
scio/DESCRIPTION
scio/ChangeLog
scio/man
scio/man/scio.Rd
scio/man/sciopath.Rd
scio/man/scio.cv.Rd
scio/man/scio.refit.Rd
scio/INDEX