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.

AuthorEmilie Devijver, Melina Gallopin
Date of publication2015-12-24 14:45:29
MaintainerMelina Gallopin <melina.gallopin@gmail.com>
LicenseGPL (>= 3)
Version1.0

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