Difference of Two Precision Matrices Estimation

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. |

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