Sparse Covariance Matrix Estimation. Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.
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curl https://depscope.dev/api/check/cran/covglassoFirst published · 2021-07-14 16:26:49
Last updated · 2021-07-14T14:10:16+00:00