R: Penalised Likelihood Estimation of a Covariance Matrix

# Penalised Likelihood Estimation of a Covariance Matrix

## Documentation for package ‘gicf’ version 1.0.1

- DESCRIPTION file
- Package README

## Help Pages

gicf-package | Penalised Likelihood Estimation of a Covariance Matrix
gcgmloglik | Gaussian Covariance Graphical Model Loglikelihood function
gicf | Penalised maximum likelihood covariance matrix estimation
Hyperparameters | Maximum effective range of regularisation parameters
kappamax | Maximum effective range of regularisation parameters
lambdamax | Maximum effective range of regularisation parameters