DESP-package: Estimation of Diagonal Elements of Sparse Precision-Matrices
Description
This package provides several methods of estimation of the diagonal elements of a sparse precision matrix. It also includes functions for estimating the off-diagonal elements of the latter by the square-root Lasso.Details
ll{
Package: DESP
Type: Package
Version: 0.1-4
Date: 2015-10-22
License: GPL-3
}
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]References
Balmand, S. and Dalalyan, A. S. (2015): On estimation of the diagonal elements of a sparse precision matrix, Posted as http://arxiv.org/abs/1504.04696.