INverse SParse REgression

calc_metrics | Calculates metrics for model evaluation. |

cor_w_se | Estimates correlation matrix of X in the presence of missing... |

fit_inspre_sequence | Fits inspre model for sequence of lambda values. |

inspre | Finds the inverse of X using Inverse Sparse Regression. |

inspre_worker | Worker function to fit inspre for a single value of lambda. |

lasso | Fit lasso model (one iteration) |

make_weights | Helper function to make weights for inspre. |

stars_cv | Calculates STARS cross-validation. |

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