DESP-package |
Estimation of Diagonal Elements of Sparse Precision-Matrices |
DESP |
Estimation of Diagonal Elements of Sparse Precision-Matrices |
desp |
Robust estimation of a sparse precision matrix |
desp.cv |
Selection of the tuning parameters of desp by v-fold cross-validation |
DESP_AD |
Estimation of DESP by average absolute deviation around the mean |
DESP_MST |
Estimation of DESP using minimum spanning trees |
DESP_MST_MaxDegreeRoot |
MST computation |
DESP_OLS_B |
Estimation of B by ordinary least squares |
DESP_PEN_grad |
Steepest descent algorithm for penalized maximum likelihood estimation |
DESP_PML |
Estimation of DESP by penalized likelihood minimization |
DESP_RML |
Estimation of DESP by relaxed likelihood maximization |
DESP_RV |
Estimation of DESP by residual variance |
DESP_SimpleOut |
Detection of simple outliers |
DESP_SPT |
Estimation of DESP using shortest path trees |
DESP_SPT_MaxDegreeRoot |
SPT computation choosing root a priori as the node of maximal degree |
DESP_SPT_MaxDegreeRoot2 |
SPT - of maximum height equal to 1 - computation choosing root a priori as the node of maximal degree |
DESP_SPT_MaxWeight |
Maximum weighted tree among all shortest path trees computation |
DESP_SqPartCorr |
Squared partial correlations computation |
DESP_SRL_B |
Estimation of the coefficient matrix |
DESP_Weighted_Graph |
Graph representation from the matrix B |
scsSOCP |
solve a second-order cone program using SCS |
sqR_Lasso |
computation of beta that minimize |Y-X*beta|_2 + lambda |beta|_1 (square-root Lasso) |