sparseCov: Sparse Covariance Estimation Based on Thresholding

A sparse covariance estimator based on different thresholding operators.

Getting started

Package details

AuthorChenxin Jiang [aut, cre]
MaintainerChenxin Jiang <cflorajiang@g.ucla.edu>
LicenseGPL (>= 2)
Version0.0.1
URL https://github.com/chexjiang/sparseCov
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparseCov")

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sparseCov documentation built on May 29, 2024, 1:38 a.m.