Positive Definite Sparse Covariance Estimators

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Documentation for package ‘PDSCE’ version 1.2.1

• DESCRIPTION file.

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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