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

Package details

AuthorZhe Liu <[email protected]>
MaintainerZhe Liu <[email protected]>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("zhejosephliu/gES")
zhejosephliu/gES documentation built on May 28, 2017, 12:48 p.m.