sparseMatEst (1.0.0)

0 users

Sparse Matrix Estimation and Inference.

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

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.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of sparseMatEst yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for sparseMatEst on google, google scholar, r-help, r-devel.

Visit sparseMatEst on R Graphical Manual.