Learn R Programming

dpcid (version 1.0)

Differential Partial Correlation IDentification

Description

Differential partial correlation identification with the ridge and the fusion penalties.

Copy Link

Version

Install

install.packages('dpcid')

Monthly Downloads

523

Version

1.0

License

GPL (>= 2)

Maintainer

Donghyeon Yu

Last Published

December 30th, 2018

Functions in dpcid (1.0)

dpcid_l1_core

Identification of two partial correlation matrices having sparse differences
dpcid_core

Identification of two partial correlation matrices having sparse differences
crit.dpcid

Akaike information criterion (AIC) and Bayesian information criterion (BIC) for the DPCID
lshr.cov

Linear shrinkage estimates of covariance and inverse covariance matrix
cv.lambda1

K-fold Crossvalidation for the ridge step
dpcid

Differential partial correlation identification with the ridge and the fusion penalties