spcov

swMATH12271CRANspcovMaRDI QIDQ24202

Sparse Estimation of a Covariance Matrix

Jacob Bien

Last update: 23 September 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.3

Source code repository: https://github.com/cran/spcov

Described by source

• Sparse estimation of a covariance matrix

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