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-4.7-any)sparseMatEst_1.0.0.tar.gz(r-4.6-any)
sparseMatEst_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:303633dee6. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 94 | ||
| source / vignettes | OK | 126 | ||
| linux-release-x86_64 | OK | 97 | ||
| wasm-release | OK | 97 |
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 |