Nothing
The 'sparseMatEst' package provides functions for estimating sparse covariance and precision matrices with error control. A false positive rate is fixed corresponding to the probability of falsely including a matrix entry in the support of the estimator. It uses the binary search method outlined in Kashlak and Kong (2019) <arXiv:1705.02679> and in Kashlak (2019) <arXiv:1903.10988>.
Package details |
|
---|---|
Author | Adam B Kashlak [aut, cre], Xinyu Zhang [ctb] |
Maintainer | Adam B Kashlak <kashlak@ualberta.ca> |
License | GPL-3 |
Version | 1.0.0 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.