Difdtl: Difference of Two Precision Matrices Estimation

Difference of two precision matrices is estimated by the d-trace loss with lasso penalty, given two sample classes.

Package details

AuthorHuili Yuan
MaintainerHuili Yuan <hlyuan0116@sina.com>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Difdtl")

Try the Difdtl package in your browser

Any scripts or data that you put into this service are public.

Difdtl documentation built on Jan. 15, 2017, 8:21 a.m.