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PDSCE (version 1.2)
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
1.1
1.0
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Install
install.packages('PDSCE')
Monthly Downloads
315
Version
1.2
License
GPL-2
Maintainer
Adam Rothman
Last Published
June 13th, 2013
Functions in PDSCE (1.2)
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pdsoft
A permutation invariant positive definite and sparse covariance matrix estimate
band.chol
Computes the banded covariance estimator by banding the covariance Cholesky factor
PDSCE-package
Positive definite sparse covariance estimators
pdsoft.cv
Tuning parameter selection and computation for the positive definite and sparse covariance matrix estimator
band.chol.cv
Banding parameter selection for banding the covariance Cholesky factor.