sparseMatEst: Sparse Matrix Estimation and Inference

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

Documentation:

Reference manual:

sparseMatEst.pdf

Downloads:

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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