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.
| Version: | 0.2 |
| Imports: | MASS, Matrix, graph, RBGL, SparseM, stats |
| Suggests: | Rmosek, gurobi, knitr |
| Published: | 2016-04-19 |
| 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 |
| Reference manual: | DESP.pdf |
| Vignettes: |
Overview of the DESP package |
| Package source: | DESP_0.2.tar.gz |
| Windows binaries: | r-devel: DESP_0.2.zip, r-release: DESP_0.2.zip, r-oldrel: DESP_0.2.zip |
| OS X Mavericks binaries: | r-release: DESP_0.2.tgz, r-oldrel: DESP_0.2.tgz |
| Old sources: | DESP archive |
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