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depscope/cran/covglasso

covglasso

cranv1.0.3

Sparse Covariance Matrix Estimation. Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.

License GPL-3strong copyleft0 versions1 maintainers1 deps94 weekly dl
https://CRAN.R-project.org/package=covglasso
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  • Low health score (36/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
9/15
maturity
2/15
community
Vulnerabilities
0
none known

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First published · 2021-07-14 16:26:49

Last updated · 2021-07-14T14:10:16+00:00

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