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JPEN  

Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty
View on CRAN: Click here


Download and install JPEN package within the R console
Install from CRAN:
install.packages("JPEN")

Install from Github:
library("remotes")
install_github("cran/JPEN")

Install by package version:
library("remotes")
install_version("JPEN", "1.0")



Attach the package and use:
library("JPEN")
Maintained by
Ashwini Maurya
[Scholar Profile | Author Map]
First Published: 2015-09-16
Latest Update: 2015-09-16
Description:
A Joint PENalty Estimation of Covariance and Inverse Covariance Matrices.
How to cite:
Ashwini Maurya (2015). JPEN: Covariance and Inverse Covariance Matrix Estimation Using Joint Penalty. R package version 1.0, https://cran.r-project.org/web/packages/JPEN. Accessed 10 May. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited JPEN R package
View JPEN citation profile
Other R packages that JPEN depends, imports, suggests or enhances
Complete documentation for JPEN
Functions, R codes and Examples using the JPEN R package
Some associated functions: JPEN-package . f.K.fold . jpen.inv . jpen.inv.tune . jpen . jpen.tune . lamvec . tr . 
Some associated R codes: JPEN.R .  Full JPEN package functions and examples
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