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DESP

swMATH ID: 18768
Software Authors: Arnak Dalalyan, Samuel Balmand
Description: R package DESP. DESP: Estimation of Diagonal Elements of Sparse Precision-Matrices. Several estimators of the diagonal elements of a sparse precision (inverse covariance) matrix from a sample of Gaussian vectors for a given matrix of estimated marginal regression coefficients. Moreover, a robust estimator of the precision matrix is proposed. To install package ’gurobi’, instructions at <http://user.gurobi.com/download/gurobi-optimizer> and <http://www.gurobi.com/documentation/6.0/refman/r_api_overview.html>.
Homepage: https://cran.r-project.org/web/packages/DESP/index.html
Source Code:  https://github.com/cran/DESP
Dependencies: R
Keywords: CRAN; R package; Diagonal Elements; Sparse Precision-Matrices; gurobi
Cited in: 0 Publications