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 <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the shock package in your browser

Any scripts or data that you put into this service are public.

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