Positive definite sparse covariance estimators

A package to compute and tune some positive definite and sparse covariance estimators


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install.packages("PDSCE")

1.2 by Adam J. Rothman, 6 years ago


Browse source code at https://github.com/cran/PDSCE


Authors: Adam J. Rothman


Documentation:   PDF Manual  


GPL-2 license



Imported by SQDA.


See at CRAN