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Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

T. Tony Cai

Last update: 22 June 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.5.0

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

Cites work

• A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

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