scio: Sparse Column-wise Inverse Operator

Sparse Column-wise Inverse Operator for estimating the inverse covariance matrix. Note that this is a preliminary version accompanying the arXiv paper (arXiv:1203.3896) in 2012. This version contains only the minimal set of functions for estimation, and other facilitating R functions, such as those for cross validation, will be added in future releases.

Version: 0.4.1
Suggests: clime, lorec
Published: 2012-05-06
Author: Xi (Rossi) LUO and Weidong Liu
Maintainer: Xi (Rossi) LUO <xi.rossi.luo at gmail.com>
License: GPL-2
NeedsCompilation: yes
CRAN checks: scio results

Downloads:

Package source: scio_0.4.1.tar.gz
MacOS X binary: scio_0.4.1.tgz
Windows binary: scio_0.4.1.zip
Reference manual: scio.pdf
News/ChangeLog:ChangeLog

Reverse dependencies:

Reverse suggests: clime