R: Sparse Covariance Estimation Based on Thresholding

# Sparse Covariance Estimation Based on Thresholding

## Documentation for package ‘sparseCov’ version 0.0.1

- DESCRIPTION file

## Help Pages

block.true.cov | This function construct a covariance matrix with a block diagonal structure.
est_delta | This function select the optimal thresholding level delta
est_sparseCov | This function computes the thresholding sparse covariance/correlation estimator with the optimal threshold level.
sampleMVN | This function samples MVN based on a given covariance matrix
thresh_op | This function computes the thresholding sparse covariance estimator for a given threshold level.