Man pages for DESP
Estimation of Diagonal Elements of Sparse Precision-Matrices
| desp | Robust estimation of a sparse precision matrix |
| DESP_AD | Estimation of DESP by average absolute deviation around the... |
| desp.cv | Selection of the tuning parameters of desp by v-fold... |
| DESP-internal | Internal DESP Functions |
| DESP_MST | Estimation of DESP using minimum spanning trees |
| DESP_MST_MaxDegreeRoot | MST computation |
| DESP_OLS_B | Estimation of B by ordinary least squares |
| DESP-package | Estimation of Diagonal Elements of Sparse Precision-Matrices |
| DESP_PEN_grad | Steepest descent algorithm for penalized maximum likelihood... |
| DESP_PML | Estimation of DESP by penalized likelihood minimization |
| DESP_RML | Estimation of DESP by relaxed likelihood maximization |
| DESP_RV | Estimation of DESP by residual variance |
| DESP_SimpleOut | Detection of simple outliers |
| DESP_SPT | Estimation of DESP using shortest path trees |
| DESP_SPT_MaxDegreeRoot | SPT computation choosing root a priori as the node of maximal... |
| DESP_SPT_MaxDegreeRoot2 | SPT - of maximum height equal to 1 - computation choosing... |
| DESP_SPT_MaxWeight | Maximum weighted tree among all shortest path trees... |
| DESP_SqPartCorr | Squared partial correlations computation |
| DESP_SRL_B | Estimation of the coefficient matrix |
| DESP_Weighted_Graph | Graph representation from the matrix B |
| scsSOCP | solve a second-order cone program using SCS |
| sqR_Lasso | computation of beta that minimize |Y-X*beta|_2 + lambda... |
