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
|Author||Arnak Dalalyan [aut], Samuel Balmand [aut, cre]|
|Date of publication||2017-02-02 11:33:51|
|Maintainer||Samuel Balmand <[email protected]>|
|Package repository||View on CRAN|
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