shock: Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models

Block-diagonal covariance selection for high dimensional Gaussian graphical models. The selection procedure is based on the slope heuristics.

Version: 1.0
Imports: glasso, mvtnorm, capushe, GGMselect, igraph, stats
Published: 2015-12-24
Author: Emilie Devijver, Melina Gallopin
Maintainer: Melina Gallopin <melina.gallopin at>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: shock results


Reference manual: shock.pdf
Package source: shock_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: shock_1.0.tgz
OS X Mavericks binaries: r-oldrel: shock_1.0.tgz

Reverse dependencies:

Reverse suggests: xLLiM


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