iPACOSE, PACOSE and other methods for covariance selection

Documentation for package ‘pacose’ version 1.4

pacose-package	PACOSE and iPACOSE implementation plus several other covariance selection methods
invcov2pcor	Transforms an inverse covariance matrix into a partial correlation matrix
INVEST_wrapper	Wrapper for the C implementation of Wermuth's covariance selection algorithm
ipacose	The iPACOSE algorithm for graph estimation
isComplete	Test if a given (sub)graph is complete
omegaMVUE	MVUE Estimator of the covariance matrix under constraints
omegaSURE	SURE estimator of the covariance matrix under constraints
pacose.adalasso	The LASSO and adaptive LASSO versions of the PACOSE algorithm
pacose.pls	The PLS version of the PACOSE algorithm
pacose.ridge	The Ridge version of the PACOSE algorithm
pcor2invcov	Transforms a partial correlation matrix into an inverse covariance matrix