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PDSCE

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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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