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.

Getting started

Package details

AuthorXi (Rossi) LUO and Weidong Liu
MaintainerXi (Rossi) LUO <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the scio package in your browser

Any scripts or data that you put into this service are public.

scio documentation built on May 29, 2017, 1:46 p.m.