shock: Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models

Block-diagonal covariance selection for high dimensional Gaussian graphical models. The selection procedure is based on the slope heuristics.

Package details

AuthorEmilie Devijver, Melina Gallopin
MaintainerMelina Gallopin <melina.gallopin@gmail.com>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("shock")

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shock documentation built on May 2, 2019, 8:55 a.m.