The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
The 'sparseMatEst' package provides functions for estimating sparse covariance and precision matrices with error control. A false positive rate is fixed corresponding to the probability of falsely including a matrix entry in the support of the estimator. It uses the binary search method outlined in Kashlak and Kong (2019) <doi:10.48550/arXiv.1705.02679> and in Kashlak (2019) <doi:10.48550/arXiv.1903.10988>.
| Version: | 1.0.0 |
| Imports: | stats, glasso |
| Published: | 2019-05-17 |
| DOI: | 10.32614/CRAN.package.sparseMatEst |
| Author: | Adam B Kashlak [aut, cre], Xinyu Zhang [ctb] |
| Maintainer: | Adam B Kashlak <kashlak at ualberta.ca> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | sparseMatEst results |
| Reference manual: | sparseMatEst.pdf |
| Package source: | sparseMatEst_1.0.0.tar.gz |
| Windows binaries: | r-devel: sparseMatEst_1.0.0.zip, r-release: sparseMatEst_1.0.0.zip, r-oldrel: sparseMatEst_1.0.0.zip |
| macOS binaries: | r-release (arm64): sparseMatEst_1.0.0.tgz, r-oldrel (arm64): sparseMatEst_1.0.0.tgz, r-release (x86_64): sparseMatEst_1.0.0.tgz, r-oldrel (x86_64): sparseMatEst_1.0.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=sparseMatEst to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.