README.md

gES

This is gES R package for graphical exponential screening estimator.

For more information please contact zhe.liu.uchicago@gmail.com

Description

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.

Installation

To install the devtools package:

install.packages("devtools")
library(devtools)
install_github("zhejosephliu/gES")

Usage

Please read the documentation for the function.



zhejosephliu/gES documentation built on May 4, 2019, 10:17 p.m.