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:Adam B Kashlak [aut, cre], Xinyu Zhang [ctb]

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'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 scripts 94 downloads 3 exports 1 dependencies

Last updated 6 years agofrom:303633dee6. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 10 2024
R-4.5-linuxOKDec 10 2024

Exports:genSparseMatrixsparseCovsparsePrec

Dependencies:glasso