⚠️There's a newer version (0.2-2) of this package.Take me there.
DESP (version 0.1-3)
Estimation of Diagonal Elements of Sparse Precision-Matrices
Description
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.
To install package 'gurobi', instructions at
http://user.gurobi.com/download/gurobi-optimizer and
http://www.gurobi.com/documentation/6.0/refman/r_api_overview.html.