compound

<p>option to generate n observations from covariance matrix S</p>

<p>Generate a p-dimensional compound symmetric matrix.</p>

internal

Estimates a penalized precision matrix via an augmented ADMM algorithm. This package is an implementation of the methods described in "Shrinking Characteristics of Precision Matrix Estimators" by Aaron J. Molstad, PhD and Adam J. Rothman, PhD. The manuscript can be found here: <doi:10.1093/biomet/asy023> .

Matt Galloway

compound: Generate compound symmetric matrices

Description

Usage

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