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>.

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

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

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