Package: sparseMatEst 1.0.0
Adam B Kashlak
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>.
Authors:
sparseMatEst_1.0.0.tar.gz
sparseMatEst_1.0.0.tar.gz(r-4.5-noble)sparseMatEst_1.0.0.tar.gz(r-4.4-noble)
sparseMatEst_1.0.0.tgz(r-4.4-emscripten)sparseMatEst_1.0.0.tgz(r-4.3-emscripten)
sparseMatEst.pdf |sparseMatEst.html✨
sparseMatEst/json (API)
| # Install 'sparseMatEst' in R: |
| install.packages('sparseMatEst', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:303633dee6. Checks:2 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 08 2025 |
| R-4.5-linux | OK | Feb 08 2025 |
Exports:genSparseMatrixsparseCovsparsePrec
Dependencies:glasso
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Sparse Matrix Estimation and Inference | sparseMatEst-package sparseMatEst |
| Sparse matrix generator | genSparseMatrix |
| Sparse covariance matrix estimator with error control | sparseCov |
| Sparse precision matrix estimator with error control | sparsePrec |