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) <arXiv:1705.02679> and in Kashlak (2019) <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

Downloads:

Reference manual: sparseMatEst.pdf
Package source: sparseMatEst_1.0.0.tar.gz
Windows binaries: r-devel: sparseMatEst_1.0.0.zip, r-release: sparseMatEst_1.0.0.zip, r-oldrel: sparseMatEst_1.0.0.zip
OS X binaries: r-release: sparseMatEst_1.0.0.tgz, r-oldrel: sparseMatEst_1.0.0.tgz

Linking:

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