RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (1.2.1) of this package.
Take me there.
PDSCE (version 1.1)
Positive definite sparse covariance estimators
Description
A package to compute and tune some positive definite and sparse covariance estimators
Copy Link
Copy
Link to current version
Version
Version
1.2.1
1.2
1.1
1.0
Down Chevron
Install
install.packages('PDSCE')
Monthly Downloads
315
Version
1.1
License
GPL-2
Maintainer
Adam Rothman
Last Published
August 25th, 2012
Functions in PDSCE (1.1)
Search functions
band.chol.cv
Banding parameter selection for 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
PDSCE-package
Positive definite sparse covariance estimators
band.chol
Computes the banded covariance estimator by banding the covariance Cholesky factor