Package: spcov
Type: Package
Title: Sparse Estimation of a Covariance Matrix
Version: 1.01
Date: 2012-03-04
Author: Jacob Bien and Rob Tibshirani
Maintainer: Jacob Bien <jbien@cornell.edu>
Description: Provides a covariance estimator for multivariate normal
        data that is sparse and positive definite.  Implements the
        majorize-minimize algorithm described in Bien, J., and
        Tibshirani, R. (2011), "Sparse Estimation of a Covariance
        Matrix," Biometrika. 98(4). 807--820.
License: GPL-2
LazyLoad: yes
Packaged: 2012-09-13 04:10:47 UTC; jbien
Repository: CRAN
Date/Publication: 2012-09-13 05:58:32
Built: R 4.0.3; ; 2020-10-15 18:42:30 UTC; windows
