irenecrsn/covchol: Covariance Cholesky factor estimation

Estimation of the Cholesky factor of a covariance matrix with proximal gradient descent.

Getting started

Package details

Maintainer
LicenseGPL (>=2)
Version0.0.1.9000
URL https://github.com/irenecrsn/covchol
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("irenecrsn/covchol")
irenecrsn/covchol documentation built on June 1, 2020, 3:31 a.m.