Package: spcov
Type: Package
Title: Sparse Estimation of a Covariance Matrix
Version: 1.3
Date: 2022-09-21
Author: Jacob Bien and Rob Tibshirani
Maintainer: Jacob Bien <jbien@usc.edu>
Description: Provides a covariance estimator for multivariate normal
        data that is sparse and positive definite.  Implements the
        majorize-minimize algorithm described in Bien, J., and
        Tibshirani, R. (2011), "Sparse Estimation of a Covariance
        Matrix," Biometrika. 98(4). 807--820.
License: GPL-2
LazyLoad: yes
Encoding: UTF-8
RoxygenNote: 7.2.1
NeedsCompilation: no
Packaged: 2026-06-06 08:37:57 UTC; root
Repository: https://jacobbien.r-universe.dev
Date/Publication: 2022-09-23 19:20:02 UTC
RemoteUrl: https://github.com/cran/spcov
RemoteRef: HEAD
RemoteSha: a2431960bf48496fe0f1e8bebb503204c96583cd