| Package | Description |
|---|---|
| dev.nm.stat.covariance.covarianceselection | |
| dev.nm.stat.covariance.covarianceselection.lasso |
| Class and Description |
|---|
| CovarianceSelectionProblem
This class defines the covariance selection problem outlined in d'Aspremont
(2008).
|
| Class and Description |
|---|
| CovarianceSelectionProblem
This class defines the covariance selection problem outlined in d'Aspremont
(2008).
|
| CovarianceSelectionSolver |
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