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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 |
| 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 |
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