Learn R Programming
⚠️There's a newer version (1.2.1) of this package.Take me there.

PDSCE (version 1.2)

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

1.2

License

GPL-2

Maintainer

Adam Rothman

Last Published

June 13th, 2013

Functions in PDSCE (1.2)

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.