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... |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.