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iPACOSE, PACOSE and other methods for covariance selection: pacose_1.4.tar.gz

 

iPACOSE, PACOSE and other methods for covariance selection:
iPACOSE, PACOSE and other methods for covariance selection. Implementation of iPACOSE, PACOSE and of various methods for the estimation of covariance/precision matrices under the constraint that some partial correlation coefficients are equal to zero.

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