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PDSCE  

Positive Definite Sparse Covariance Estimators
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("PDSCE", "1.2.1")



Attach the package and use:
library("PDSCE")
Maintained by
Adam J. Rothman
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-08-24
Latest Update: 2022-06-23
Description:
Compute and tune some positive definite and sparse covariance estimators.
How to cite:
Adam J. Rothman (2012). PDSCE: Positive Definite Sparse Covariance Estimators. R package version 1.2.1, https://cran.r-project.org/web/packages/PDSCE. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 08:16), 1.0 (2012-08-24 21:11), 1.1 (2012-08-25 16:56), 1.2 (2013-06-13 07:39)
Other packages that cited PDSCE R package
View PDSCE citation profile
Other R packages that PDSCE depends, imports, suggests or enhances
Complete documentation for PDSCE
Functions, R codes and Examples using the PDSCE R package
Some associated functions: PDSCE-package . band.chol.cv . band.chol . pdsoft.cv . pdsoft . 
Some associated R codes: band.chol.R . band.chol.cv.R . fast.band.R . pdsoft.R . pdsoft.cv.R . safe.band.R .  Full PDSCE package functions and examples
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