DESP: Estimation of Diagonal Elements of Sparse Precision-Matrices
Version 0.2-2

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 and .

Package details

AuthorArnak Dalalyan [aut], Samuel Balmand [aut, cre]
Date of publication2017-02-02 11:33:51
MaintainerSamuel Balmand <>
Package repositoryView on CRAN
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DESP documentation built on May 29, 2017, 9:27 p.m.