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 gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Citation: cernn citation info
CRAN checks: cernn results

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=cernn to link to this page.