DESP_SqPartCorr


  This function calculates the squared partial correlations. We keep only the elements upper than a threshold. For example, if thresh=0.01, therefore SPC[i,j] equal 0 means that the proportion of the variance of the variable i not explained by the other variables, which is explained by the variable j is less than 1


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>.

DESP_SqPartCorr: Squared partial correlations computation

Description

Usage

Arguments

Value