An implementation of the covariance estimation method proposed in Chi and Lange (2014), "Stable estimation of a covariance matrix guided by nuclear norm penalties," Computational Statistics and Data Analysis 80:117-128.
| Version: | 0.1 |
| Depends: | R (≥ 3.1.3) |
| Published: | 2015-04-15 |
| Author: | Eric C. Chi |
| Maintainer: | Eric C. Chi <ecchi1105 at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Citation: | cernn citation info |
| CRAN checks: | cernn results |
| Reference manual: | cernn.pdf |
| Package source: | cernn_0.1.tar.gz |
| Windows binaries: | r-devel: cernn_0.1.zip, r-release: cernn_0.1.zip, r-oldrel: cernn_0.1.zip |
| macOS binaries: | r-release: cernn_0.1.tgz, r-oldrel: cernn_0.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=cernn to link to this page.