pgraph: Build Dependency Graphs using Projection

Implements a general framework for creating dependency graphs using projection. Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance are used to generate the graph.

AuthorJianqing Fan, Yang Feng and Lucy Xia
Date of publication2016-10-13 20:37:09
MaintainerYang Feng <yang.feng@columbia.edu>
LicenseGPL-2
Version0.8

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