R: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

# Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty

## Documentation for package ‘JPEN’ version 1.0

- DESCRIPTION file

## Help Pages

JPEN-package | Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty
f.K.fold | Subset the data into K fold, training and test data.
JPEN | Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty
jpen | JPEN Estimate of covariance matrix
jpen.inv | JPEN estimate of inverse cov matrix
jpen.inv.tune | Tuning parameter Selection for inverse covariance matrix estimation based on minimization of Gaussian log-likelihood.
jpen.tune | Tuning parameter selection based on minimization of 5 fold mean square error.
lamvec | returns a vector of values of lambda for given value of gamma
tr | Trace of matrix