The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Provides a covariance estimator for multivariate normal data that is sparse and positive definite. Implements the majorize-minimize algorithm described in Bien, J., and Tibshirani, R. (2011), "Sparse Estimation of a Covariance Matrix," Biometrika. 98(4). 807–820.
| Version: | 1.3 |
| Published: | 2022-09-23 |
| Author: | Jacob Bien and Rob Tibshirani |
| Maintainer: | Jacob Bien <jbien at usc.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | spcov results |
| Reference manual: | spcov.pdf |
| Package source: | spcov_1.3.tar.gz |
| Windows binaries: | r-devel: spcov_1.3.zip, r-release: spcov_1.3.zip, r-oldrel: spcov_1.3.zip |
| macOS binaries: | r-release (arm64): spcov_1.3.tgz, r-oldrel (arm64): spcov_1.3.tgz, r-release (x86_64): spcov_1.3.tgz, r-oldrel (x86_64): spcov_1.3.tgz |
| Old sources: | spcov archive |
| Reverse suggests: | CovCombR |
Please use the canonical form https://CRAN.R-project.org/package=spcov to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.