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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.

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Install

install.packages('DESP')

Monthly Downloads

99

Version

0.1-3

License

GPL-3

Maintainer

Last Published

June 16th, 2015

Functions in DESP (0.1-3)