PDSCE

Positive Definite Sparse Covariance Estimators

CRAN Package

Compute and tune some positive definite and sparse covariance estimators.

  • Version1.2.1
  • R version≥ 2.10
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release06/23/2022

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  • Reverse Imports1 package