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>
License: GPL-2
NeedsCompilation: no
CRAN checks: JPEN results


Reference manual: JPEN.pdf
Package source: JPEN_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: JPEN_1.0.tgz
OS X Mavericks binaries: r-oldrel: JPEN_1.0.tgz


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