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.

Install the latest version of this package by entering the following in R:
AuthorHuili Yuan
Date of publication2016-08-23 16:31:09
MaintainerHuili Yuan <hlyuan0116@sina.com>
LicenseGPL (>= 2)

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.