Positive definite sparse covariance estimators

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


Reference manual

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1.2 by Adam J. Rothman, 8 years ago

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

Authors: Adam J. Rothman

Documentation:   PDF Manual  

GPL-2 license

Imported by SQDA, UNPaC.

See at CRAN