Package: spcov
Type: Package
Title: Sparse Estimation of a Covariance Matrix
Version: 1.3
Date: 2022-09-21
Author: Jacob Bien and Rob Tibshirani
Maintainer: Jacob Bien <jbien@usc.edu>
Description: 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.
License: GPL-2
LazyLoad: yes
Encoding: UTF-8
RoxygenNote: 7.2.1
NeedsCompilation: no
Packaged: 2022-09-23 16:43:26 UTC; jacobbien
Repository: CRAN
Date/Publication: 2022-09-23 20:20:02 UTC
Built: R 4.6.0; ; 2026-04-25 22:30:42 UTC; unix
