DESP: Estimation of Diagonal Elements of Sparse Precision-Matrices

Several estimators of the diagonal elements of a sparse precision (inverse covariance) matrix from a sample of Gaussian vectors for a given matrix of estimated marginal regression coefficients. Moreover, a robust estimator of the precision matrix is proposed. To install package 'gurobi', instructions at <http://user.gurobi.com/download/gurobi-optimizer> and <http://www.gurobi.com/documentation/6.0/refman/r_api_overview.html>.

Install the latest version of this package by entering the following in R:
install.packages("DESP")
AuthorArnak Dalalyan [aut], Samuel Balmand [aut, cre]
Date of publication2017-02-02 11:33:51
MaintainerSamuel Balmand <Samuel.Balmand@ensg.eu>
LicenseGPL-3
Version0.2-2

View on CRAN

Functions

desp Man page
DESP Man page
DESP_AD Man page
desp.cv Man page
DESP_MST Man page
DESP_MST_MaxDegreeRoot Man page
DESP_MST_Phi Man page
DESP_OLS_B Man page
DESP-package Man page
DESP_PEN_grad Man page
DESP_PML Man page
DESP_RML Man page
DESP_RV Man page
DESP_SimpleOut Man page
DESP_SPT Man page
DESP_SPT_MaxDegreeRoot Man page
DESP_SPT_MaxDegreeRoot2 Man page
DESP_SPT_MaxWeight Man page
DESP_SPT_Phi Man page
DESP_SPT_Phi2 Man page
DESP_SqPartCorr Man page
DESP_SRL_B Man page
DESP_Weighted_Graph Man page
scsSOCP Man page
scs_SOCP_solve Man page
scs_sqR_Lasso Man page
scs_SRL_B Man page
sqR_Lasso Man page

Files

inst
inst/doc
inst/doc/DESP.pdf
inst/doc/DESP.Rnw
inst/doc/DESP.R
src
src/scsSqR_Lasso_solve.c
src/Makevars
src/scsSolveSOCP.c
src/cdSqR_Lasso.c
src/utils.c
src/cdSqR_Lasso_solve.c
src/moderate_B.c
src/cdSqR_Lasso_solve.h
src/utils.h
src/scs
src/scs/scs.mk
src/scs/Makefile
src/scs/examples
src/scs/examples/c
src/scs/examples/c/demo.c
src/scs/examples/c/randomSOCPProb.c
src/scs/examples/c/problemUtils.h
src/scs/examples/raw
src/scs/examples/raw/demo_data
src/scs/examples/raw/randomConeFeasible
src/scs/linsys
src/scs/linsys/common.h
src/scs/linsys/direct
src/scs/linsys/direct/private.h
src/scs/linsys/direct/private.c
src/scs/linsys/direct/external
src/scs/linsys/direct/external/amd_global.c
src/scs/linsys/direct/external/amd_aat.c
src/scs/linsys/direct/external/amd.h
src/scs/linsys/direct/external/SuiteSparse_config.c
src/scs/linsys/direct/external/amd_info.c
src/scs/linsys/direct/external/amd_internal.h
src/scs/linsys/direct/external/amd_preprocess.c
src/scs/linsys/direct/external/amd_postorder.c
src/scs/linsys/direct/external/amd_control.c
src/scs/linsys/direct/external/AMD_README.txt
src/scs/linsys/direct/external/ldl.c
src/scs/linsys/direct/external/SuiteSparse_config.h
src/scs/linsys/direct/external/LDL_README.txt
src/scs/linsys/direct/external/amd_order.c
src/scs/linsys/direct/external/amd_dump.c
src/scs/linsys/direct/external/amd_defaults.c
src/scs/linsys/direct/external/amd_valid.c
src/scs/linsys/direct/external/ldl.h
src/scs/linsys/direct/external/amd_1.c
src/scs/linsys/direct/external/amd_2.c
src/scs/linsys/direct/external/amd_post_tree.c
src/scs/linsys/common.c
src/scs/linsys/amatrix.h
src/scs/linsys/indirect
src/scs/linsys/indirect/private.h
src/scs/linsys/indirect/private.c
src/scs/src
src/scs/src/util.c
src/scs/src/ctrlc.c
src/scs/src/cones.c
src/scs/src/linAlg.c
src/scs/src/scs_version.c
src/scs/src/scs.c
src/scs/src/cs.c
src/scs/originalSCS
src/scs/originalSCS/README
src/scs/originalSCS/SCS_20052015.zip
src/scs/LICENSE.txt
src/scs/README.md
src/scs/include
src/scs/include/constants.h
src/scs/include/linSys.h
src/scs/include/glbopts.h
src/scs/include/normalize.h
src/scs/include/linAlg.h
src/scs/include/ctrlc.h
src/scs/include/util.h
src/scs/include/cs.h
src/scs/include/scs.h
src/scs/include/cones.h
src/scsSqR_Lasso_solve.h
src/srL_B.c
src/selective_OLS_B.c
src/scsSqR_Lasso.c
NAMESPACE
R
R/DESP_SqPartCorr.R R/DESP_RV.R R/DESP_PEN_grad.R R/desp.cv.R R/DESP_SRL_B.R R/DESP_SPT_MaxWeight.R R/DESP_SimpleOut.R R/DESP_SPT_MaxDegreeRoot.R R/sqR_Lasso.R R/DESP_OLS_B.R R/DESP_MST_MaxDegreeRoot.R R/scsSOCP.R R/DESP_RML.R R/desp.R R/DESP_MST.R R/DESP_SPT.R R/DESP_Weighted_Graph.R R/DESP_PML.R R/DESP_SPT_MaxDegreeRoot2.R
vignettes
vignettes/DESP.Rnw
MD5
README
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/DESP_RV.Rd man/DESP_SimpleOut.Rd man/DESP_PML.Rd man/DESP_SPT_MaxDegreeRoot.Rd man/DESP_SPT_MaxWeight.Rd man/DESP_SqPartCorr.Rd man/DESP-package.Rd man/DESP-internal.Rd man/DESP_MST.Rd man/DESP_SPT.Rd man/DESP_SPT_MaxDegreeRoot2.Rd man/DESP_Weighted_Graph.Rd man/sqR_Lasso.Rd man/desp.Rd man/scsSOCP.Rd man/DESP_OLS_B.Rd man/desp.cv.Rd man/DESP_RML.Rd man/DESP_PEN_grad.Rd man/DESP_AD.Rd man/DESP_MST_MaxDegreeRoot.Rd man/DESP_SRL_B.Rd

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