asondhi/LASICH: Joint Estimation Of Precision Matrices In Heterogeneous Populations
Implements the Laplacian Shrinkage for Inverse Covariance matrices from Heterogeneous populations method of Saegusa and Shojaie (2016).
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Package details |
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| Maintainer | |
| License | CC0 |
| Version | 0.0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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