sparseMatEst

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Sparse Matrix Estimation and Inference

Adam B Kashlak

Last update: 17 May 2019

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.0

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

Cites work

• Nonasymptotic estimation and support recovery for high dimensional sparse covariance matrices
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation

Cited In (1)

• Non-asymptotic error controlled sparse high dimensional precision matrix estimation

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