First order methods for sparse covariance selection

TITLE: First order methods for sparse covariance selection.

AUTHORS: Alexandre d'Aspremont, Laurent El Ghaoui

CONTENT: This package contains part of the numerical code used in the paper. The M-files, source code and MEX binaries Mac OS X and Windows are available below. COVPATH, a much faster code is now available on CRAN

SOURCE CODE: COVSEL Source