rluo/scio: Sparse Columnwise Inverse Operator
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.
Getting started
Browse package contents
Package details |
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| Author | Xi (Rossi) LUO and Weidong Liu |
| Maintainer | Xi (Rossi) LUO <xi.rossi.luo@gmail.com> |
| License | GPL-2 |
| Version | 0.9.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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