https://github.com/cran/DESP
Tip revision: 2aa2ecc69f210a4d02ffb836d9ddc57508228582 authored by Samuel Balmand on 02 February 2017, 10:33:51 UTC
version 0.2-2
version 0.2-2
Tip revision: 2aa2ecc
DESCRIPTION
Package: DESP
Type: Package
Title: Estimation of Diagonal Elements of Sparse Precision-Matrices
Version: 0.2-2
Date: 2017-01-31
Authors@R: c(person("Arnak", "Dalalyan", role = c("aut"),
email = "Arnak.Dalalyan@ensae.fr"),
person("Samuel", "Balmand", role = c("aut","cre"),
email = "Samuel.Balmand@ensg.eu"))
Author: Arnak Dalalyan [aut], Samuel Balmand [aut, cre]
Maintainer: Samuel Balmand <Samuel.Balmand@ensg.eu>
Description: 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>.
License: GPL-3
Imports: MASS, Matrix, graph, RBGL, SparseM, stats, methods
Suggests: Rmosek, gurobi, knitr
LazyLoad: yes
NeedsCompilation: yes
SystemRequirements: GNU make
VignetteBuilder: knitr
Packaged: 2017-02-01 15:29:02 UTC; balmand
Repository: CRAN
Date/Publication: 2017-02-02 11:33:51