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 <zheliu@uchicago.edu>
MaintainerZhe Liu <zheliu@uchicago.edu>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
zhejosephliu/gES documentation built on May 4, 2019, 10:17 p.m.