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.
|Author||Xi (Rossi) LUO and Weidong Liu|
|Maintainer||Xi (Rossi) LUO <email@example.com>|
|Package repository||View on CRAN|
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