sparseMatEst: Sparse Matrix Estimation and Inference
The 'sparseMatEst' package provides functions for estimating sparse
covariance and precision matrices with error control. A false positive
rate is fixed corresponding to the probability of falsely including a matrix
entry in the support of the estimator. It uses the binary search
method outlined in Kashlak and Kong (2019) <doi:10.48550/arXiv.1705.02679> and in
Kashlak (2019) <doi:10.48550/arXiv.1903.10988>.
| Version: |
1.0.0 |
| Imports: |
stats, glasso |
| Published: |
2019-05-17 |
| Author: |
Adam B Kashlak [aut, cre],
Xinyu Zhang [ctb] |
| Maintainer: |
Adam B Kashlak <kashlak at ualberta.ca> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
sparseMatEst results |
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