zhejosephliu/gES: Graphical exponential screening estimator
Provides an aggregation estimator of the precision matrix for Gaussian graphical models. This estimator, called graphical Exponential Screening (gES), linearly combines a suitable set of individual estimators with different underlying graphs, and balances the estimation error and sparsity.
Getting started
Browse package contents
Package details |
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| Author | Zhe Liu <zheliu@uchicago.edu> |
| Maintainer | Zhe Liu <zheliu@uchicago.edu> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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