R: Positive Definite Sparse Covariance Estimators

# Positive Definite Sparse Covariance Estimators

## Documentation for package ‘PDSCE’ version 1.2.1

- DESCRIPTION file

## Help Pages

PDSCE-package | Positive definite sparse covariance estimators
band.chol | Computes the banded covariance estimator by banding the covariance Cholesky factor
band.chol.cv | Banding parameter selection for banding the covariance Cholesky factor.
PDSCE | Positive definite sparse covariance estimators
pdsoft | A permutation invariant positive definite and sparse covariance matrix estimate
pdsoft.cv | Tuning parameter selection and computation for the positive definite and sparse covariance matrix estimator