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.

Author
Huili Yuan
Date of publication
2016-08-23 16:31:09
Maintainer
Huili Yuan <hlyuan0116@sina.com>
License
GPL (>= 2)
Version
2.0

View on CRAN

Man pages

Difdtl-package
Difference of Two Precision Matrices Estimation
Dpmdtl
Return the result of difference of two precision matrices...
dpmdtl.ic
Return the best lambda number selected by AIC.
genp
Generate one precision matrix.
genp1
Generate difference of two precision matrices.
L1_dts
The algorithm used to calculate the difference of two...
loss
Calculate the loss function value for the estimation.

Files in this package

Difdtl
Difdtl/src
Difdtl/src/dtl.c
Difdtl/NAMESPACE
Difdtl/R
Difdtl/R/Functionsnew.R
Difdtl/MD5
Difdtl/DESCRIPTION
Difdtl/man
Difdtl/man/loss.Rd
Difdtl/man/Difdtl-package.Rd
Difdtl/man/Dpmdtl.Rd
Difdtl/man/L1_dts.Rd
Difdtl/man/genp.Rd
Difdtl/man/dpmdtl.ic.Rd
Difdtl/man/genp1.Rd