JPEN (version 1.0)

JPEN-package: \Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}JPENCovariance and Inverse Covariance Matrix Estimation Using Joint Penalty

Description

\Sexpr[results=rd,stage=build]{tools:::Rd_package_description("#1")}JPENA Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Details

The DESCRIPTION file: \Sexpr[results=rd,stage=build]{tools:::Rd_package_DESCRIPTION("#1")}JPENThis package was not yet installed at build time.

\Sexpr[results=rd,stage=build]{tools:::Rd_package_indices("#1")}JPEN Index: This package was not yet installed at build time.

References

A Well Conditioned and Sparse Estimate of Covariance and Inverse Covariance Matrix Using Joint Penalty. Submitted. http://arxiv.org/pdf/1412.7907v2.pdf

See Also

jpen,jpen.inv