sparseCov: Sparse Covariance Estimation Based on Thresholding

A sparse covariance estimator based on different thresholding operators.

Version: 0.0.1
Imports: Matrix, methods, mvnfast, Rfast, sparseMVN, stats
Published: 2024-04-10
DOI: 10.32614/CRAN.package.sparseCov
Author: Chenxin Jiang [aut, cre]
Maintainer: Chenxin Jiang <cflorajiang at g.ucla.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/chexjiang/sparseCov
NeedsCompilation: no
CRAN checks: sparseCov results

Documentation:

Reference manual: sparseCov.pdf

Downloads:

Package source: sparseCov_0.0.1.tar.gz
Windows binaries: r-devel: sparseCov_0.0.1.zip, r-release: sparseCov_0.0.1.zip, r-oldrel: sparseCov_0.0.1.zip
macOS binaries: r-release (arm64): sparseCov_0.0.1.tgz, r-oldrel (arm64): sparseCov_0.0.1.tgz, r-release (x86_64): sparseCov_0.0.1.tgz, r-oldrel (x86_64): sparseCov_0.0.1.tgz

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