Learn R Programming
⚠️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

Version

Install

install.packages('PDSCE')

Monthly Downloads

274

Version

1.1

License

GPL-2

Maintainer

Adam Rothman

Last Published

August 25th, 2012

Functions in PDSCE (1.1)

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