Package: spcov
Type: Package
Title: Sparse Estimation of a Covariance Matrix
Version: 1.0
Date: 2012-02-16
Author: Jacob Bien and Rob Tibshirani
Maintainer: Jacob Bien <jbien@stanford.edu>
Description: 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.
License: GPL-2
LazyLoad: yes
Packaged: 2012-02-19 00:57:36 UTC; jbien
Repository: CRAN
Date/Publication: 2012-02-19 09:12:30
