sparseMatEst (1.0.0)

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Sparse Matrix Estimation and Inference.

The 'sparseMatEst' package provides functions for estimating sparse covariance and precision matrices with error control. A false positive rate is fixed corresponding to the probability of falsely including a matrix entry in the support of the estimator. It uses the binary search method outlined in Kashlak and Kong (2019) and in Kashlak (2019) .

Maintainer: Adam B Kashlak
Author(s): Adam B Kashlak [aut, cre], Xinyu Zhang [ctb]

License: GPL-3

Uses: glasso

Released 10 months ago.



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