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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