Package: sparseCov 0.0.0.9000

Chenxin Jiang

sparseCov: Sparse covariance estimation based on thresholding

A sparse covariance estimator based on different thresholding operators.

Authors:Chenxin Jiang [aut, cre]

# Install 'sparseCov' in R:

install.packages('sparseCov', repos = c('https://chexjiang.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Last updated 5 months agofrom:ec138c74a0. Checks:OK: 3 NOTE: 4. Indexed: yes.

Help page	Topics
This function construct a covariance matrix with a block diagonal structure.	block.true.cov
This function select the optimal thresholding level delta	est_delta
This function computes the thresholding sparse covariance/correlation estimator with the optimal threshold level.	est_sparseCov
This function samples MVN based on a given covariance matrix	sampleMVN
This function computes the thresholding sparse covariance estimator for a given threshold level.	thresh_op