pacose (1.4)

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iPACOSE, PACOSE and other methods for covariance selection.

http://cran.r-project.org/web/packages/pacose

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.

Maintainer: GUILLEMOT Vincent
Author(s): Vincent Guillemot, Andreas Bender

License: GPL

Uses: corpcor, ggm, glmnet, igraph, lcd, MASS, mvtnorm, ppls

Released over 6 years ago.


4 previous versions

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