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. Moreover, a robust estimator of the precision matrix is proposed. To install package 'gurobi', instructions at <> and <>.

Version: 0.2-2
Imports: MASS, Matrix, graph, RBGL, SparseM, stats, methods
Suggests: Rmosek, gurobi, knitr
Published: 2017-02-02
Author: Arnak Dalalyan [aut], Samuel Balmand [aut, cre]
Maintainer: Samuel Balmand <Samuel.Balmand at>
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_0.2-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: DESP_0.2-2.tgz, r-oldrel: DESP_0.2-2.tgz
Old sources: DESP archive


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