Learn R Programming

QUIC (version 2012.02)

S: ER dataset

Description

Empirical covariance matrix derived from the ER dataset. The original dimension 7027 was reduced to 692 by thresholding.

Arguments

source

http://www.math.nus.edu.sg/~mattohkc/Covsel-0.zip

References

Lu Li, Kim-Chuan Toh: An inexact interior point method for L1 regularized sp arse covariance selection. Math. Prog. Comp. (2010) 2:291-315