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PDSCE (version 1.0)
Positive definite sparse covariance estimators
Description
A package to compute and tune some positive definite and sparse covariance estimators
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Version
1.2.1
1.2
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1.0
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Install
install.packages('PDSCE')
Monthly Downloads
315
Version
1.0
License
GPL-2
Maintainer
Adam Rothman
Last Published
August 24th, 2012
Functions in PDSCE (1.0)
Search functions
band.chol.cv
Banding parameter selection for banding the covariance Cholesky factor.
PDSCE-package
Positive definite sparse covariance estimators
band.chol
Computes the banded covariance estimator by banding the covariance Cholesky factor
pdsoft
A permutation invariant positive definite and sparse covariance matrix estimate
pdsoft.cv
Tuning parameter selection and computation for the positive definite and sparse covariance matrix estimator