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PDSCE (version 1.2.1)
Positive Definite Sparse Covariance Estimators
Description
Compute and tune some positive definite and sparse covariance estimators.
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Version
Version
1.2.1
1.2
1.1
1.0
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Install
install.packages('PDSCE')
Monthly Downloads
299
Version
1.2.1
License
GPL-2
Maintainer
Adam Rothman
Last Published
June 23rd, 2022
Functions in PDSCE (1.2.1)
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pdsoft
A permutation invariant positive definite and sparse covariance matrix estimate
band.chol.cv
Banding parameter selection for 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
Computes the banded covariance estimator by banding the covariance Cholesky factor