DESP_MST_Phi

DESP_SPT_Phi

DESP_SPT_Phi2

scs_SOCP_solve

scs_sqR_Lasso

scs_SRL_B

 internal

DESP-internal

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. Moreover, a robust estimator
of the precision matrix is proposed.
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>.

Samuel Balmand

DESP

Estimation of Diagonal Elements of Sparse Precision-Matrices

DESP-internal function

Internal DESP Functions

DESP-internal: Internal DESP Functions

Description

Arguments

Details