scio: Sparse Columnwise Inverse Operator

Sparse Column-wise Inverse Operator for estimating the inverse covariance matrix. This is an implementation of the paper Liu and Luo, Journal of Multivariate Analysis (2015) 135 153-162. This version contains only the minimal set of functions for estimation and cross validation.

Version: 0.9.0
Imports: QUIC, glasso
Suggests: clime, lorec
Published: 2020-03-02
Author: Xi (Rossi) LUO and Weidong Liu
Maintainer: Xi (Rossi) LUO <xi.rossi.luo at gmail.com>
License: GPL-2
NeedsCompilation: yes
Materials: README ChangeLog
CRAN checks: scio results

Downloads:

Reference manual: scio.pdf
Package source: scio_0.9.0.tar.gz
Windows binaries: r-devel: scio_0.9.0.zip, r-release: scio_0.9.0.zip, r-oldrel: scio_0.9.0.zip
macOS binaries: r-release: scio_0.9.0.tgz, r-oldrel: scio_0.9.0.tgz
Old sources: scio archive

Reverse dependencies:

Reverse suggests: clime, lorec

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