JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.

Version: 1.0
Depends: mvtnorm (≥ 1.0-2), stats (≥ 2.15.0)
Published: 2015-09-16
Author: Ashwini Maurya
Maintainer: Ashwini Maurya <mauryaas at msu.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: JPEN results

Documentation:

Reference manual: JPEN.pdf

Downloads:

Package source: JPEN_1.0.tar.gz
Windows binaries: r-devel: JPEN_1.0.zip, r-release: JPEN_1.0.zip, r-oldrel: JPEN_1.0.zip
macOS binaries: r-release (arm64): JPEN_1.0.tgz, r-oldrel (arm64): JPEN_1.0.tgz, r-release (x86_64): JPEN_1.0.tgz, r-oldrel (x86_64): JPEN_1.0.tgz

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