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)
Package repositoryView on CRAN
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Difdtl documentation built on Jan. 15, 2017, 8:21 a.m.