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In matSPACE: Sparse Partial Correlation Estimation for Matrix-Variate Data

matSPACE: Sparse Partial Correlation Estimation for Matrix-Variate Data

Description

Fits a sparse network of partial correlations among the columns of matrix-variate data using an L1-penalized (lasso) SPACE-style shooting algorithm, with optional per-column reweighting and residual variance re-estimation across outer iterations. See space() for the main model-fitting function.

Author(s)

Maintainer: Hyewon Kim [e-mail]

Authors:

• Hyewon Kim [e-mail]

• Seongoh Park [e-mail]

See Also

Useful links:

• https://github.com/kimhyew1/matSPACE

• Report bugs at https://github.com/kimhyew1/matSPACE/issues

matSPACE documentation built on Sept. 12, 2026, 5:10 p.m.