Man pages for DESP
Estimation of Diagonal Elements of Sparse Precision-Matrices

despRobust estimation of a sparse precision matrix
DESP_ADEstimation of DESP by average absolute deviation around the...
desp.cvSelection of the tuning parameters of desp by v-fold...
DESP-internalInternal DESP Functions
DESP_MSTEstimation of DESP using minimum spanning trees
DESP_MST_MaxDegreeRootMST computation
DESP_OLS_BEstimation of B by ordinary least squares
DESP-packageEstimation of Diagonal Elements of Sparse Precision-Matrices
DESP_PEN_gradSteepest descent algorithm for penalized maximum likelihood...
DESP_PMLEstimation of DESP by penalized likelihood minimization
DESP_RMLEstimation of DESP by relaxed likelihood maximization
DESP_RVEstimation of DESP by residual variance
DESP_SimpleOutDetection of simple outliers
DESP_SPTEstimation of DESP using shortest path trees
DESP_SPT_MaxDegreeRootSPT computation choosing root a priori as the node of maximal...
DESP_SPT_MaxDegreeRoot2SPT - of maximum height equal to 1 - computation choosing...
DESP_SPT_MaxWeightMaximum weighted tree among all shortest path trees...
DESP_SqPartCorrSquared partial correlations computation
DESP_SRL_BEstimation of the coefficient matrix
DESP_Weighted_GraphGraph representation from the matrix B
scsSOCPsolve a second-order cone program using SCS
sqR_Lassocomputation of beta that minimize |Y-X*beta|_2 + lambda...
DESP documentation built on May 29, 2017, 9:27 p.m.