spcov
Sparse Estimation of a Covariance Matrix
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3 |
rolling linux/jammy R-4.5 | spcov_1.3.tar.gz |
35.5 KiB |
1.3 |
rolling linux/noble R-4.5 | spcov_1.3.tar.gz |
35.4 KiB |
1.3 |
rolling source/ R- | spcov_1.3.tar.gz |
9.4 KiB |
1.3 |
latest linux/jammy R-4.5 | spcov_1.3.tar.gz |
35.5 KiB |
1.3 |
latest linux/noble R-4.5 | spcov_1.3.tar.gz |
35.4 KiB |
1.3 |
latest source/ R- | spcov_1.3.tar.gz |
9.4 KiB |
1.3 |
2026-04-26 source/ R- | spcov_1.3.tar.gz |
9.4 KiB |
1.3 |
2026-04-23 source/ R- | spcov_1.3.tar.gz |
9.4 KiB |
1.3 |
2026-04-09 windows/windows R-4.5 | spcov_1.3.zip |
38.2 KiB |
1.3 |
2025-04-20 source/ R- | spcov_1.3.tar.gz |
9.4 KiB |