cernn: Covariance Estimation Regularized by Nuclear Norm Penalties

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>
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:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: cernn_0.1.tgz
OS X Mavericks binaries: r-oldrel: cernn_0.1.tgz


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