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 gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: shock results

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=shock to link to this page.