DESP (0.2-2)

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Estimation of Diagonal Elements of Sparse Precision-Matrices.

Several estimators of the diagonal elements of a sparse precision (inverse covariance) matrix from a sample of Gaussian vectors for a given matrix of estimated marginal regression coefficients. Moreover, a robust estimator of the precision matrix is proposed. To install package 'gurobi', instructions at and .

Maintainer: Samuel Balmand
Author(s): Arnak Dalalyan [aut], Samuel Balmand [aut, cre]

License: GPL-3

Uses: graph, MASS, Matrix, RBGL, SparseM, rmosek, knitr

Released about 3 years ago.

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