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
|