Difdtl: Difference of Two Precision Matrices Estimation
Version 2.0

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

Package details

AuthorHuili Yuan
Date of publication2016-08-23 16:31:09
MaintainerHuili Yuan <[email protected]>
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")

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