DESP: Estimation of Diagonal Elements of Sparse Precision-Matrices

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.

Version: 0.1-3
Imports: MASS, Matrix, graph, RBGL, SparseM
Suggests: Rmosek, gurobi
Published: 2015-06-16
Author: Arnak Dalalyan [aut], Samuel Balmand [aut, cre]
Maintainer: Samuel Balmand <Samuel.Balmand at ensg.eu>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: README ChangeLog
CRAN checks: DESP results

Downloads:

Reference manual: DESP.pdf
Package source: DESP_0.1-3.tar.gz
Windows binaries: r-devel: DESP_0.1-3.zip, r-release: DESP_0.1-3.zip, r-oldrel: DESP_0.1-3.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: DESP_0.1-3.tgz
Old sources: DESP archive