r-covglasso 1.0.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=covglasso
Licenses: GPL 3
Synopsis: Sparse Covariance Matrix Estimation
Description:
Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.
Total results: 1