Package: PDSCE 1.2.1

Adam J. Rothman

PDSCE: Positive Definite Sparse Covariance Estimators

Compute and tune some positive definite and sparse covariance estimators.

Authors:Adam J. Rothman

# Install 'PDSCE' in R:

install.packages('PDSCE', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

Last updated 3 years agofrom:51e99ac202. Checks:OK: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 31 2024
R-4.5-linux-x86_64	OK	Oct 31 2024

Dependencies:

Help page	Topics
Positive definite sparse covariance estimators	PDSCE-package PDSCE
Computes the banded covariance estimator by banding the covariance Cholesky factor	band.chol
Banding parameter selection for banding the covariance Cholesky factor.	band.chol.cv
A permutation invariant positive definite and sparse covariance matrix estimate	pdsoft
Tuning parameter selection and computation for the positive definite and sparse covariance matrix estimator	pdsoft.cv