SusanYuan/Difdtl: Difference of Two Precision Matrices Estimation

Difference of two precision matrices is estimated by the d-trace loss with lasso penalty, given two sample classes.

Getting started

Package details

AuthorHuili Yuan
MaintainerHuili Yuan <hlyuan0116@sina.com>
LicenseGPL(>=2)
Version2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("SusanYuan/Difdtl")
SusanYuan/Difdtl documentation built on May 9, 2019, 3:23 p.m.