rsggm: Robust Sparse Gaussian Graphical Modeling via the Gamma-Divergence

Robust estimation of sparse inverse covariance matrix via the gamma-divergence.

Getting started

Package details

AuthorKei Hirose
MaintainerKei Hirose <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rsggm documentation built on Oct. 1, 2019, 5:03 p.m.