Sparse Estimation of a Covariance Matrix R package spcov version 1.3 Provides a covariance estimator for multivariate normal data that is sparse and positive definite. Implements the majorize-minimize algorithm described in Bien, J., and Tibshirani, R. (2011), "Sparse Estimation of a Covariance Matrix," Biometrika. 98(4). 807--820. Software Jacob Bien <jbien@usc.edu> Comprehensive R Archive Network (CRAN) Jacob Bien and Rob Tibshirani GPL-2 2022-09-23 application/tgz https://CRAN.R-project.org/package=spcov doi:10.32614/CRAN.package.spcov