This is gES R package for graphical exponential screening estimator.
For more information please contact zhe.liu.uchicago@gmail.com
We presents 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.
To install the devtools package:
install.packages("devtools")
library(devtools)
install_github("zhejosephliu/gES")
Please read the documentation for the function.
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