PDSCE

swMATH28203CRANPDSCEMaRDI QIDQ39917FDOQ39917

Positive Definite Sparse Covariance Estimators

Adam J. Rothman

Last update: 23 June 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2.1

Official website: https://cran.r-project.org/web/packages/PDSCE/index.html

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

Cited In (6)

• FinCovRegularization
• MultiVarSel
• BlockCov
• sparseMatEst
• UNPaC
• Structural inference in sparse high-dimensional vector autoregressions

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