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gclm  

Graphical Continuous Lyapunov Models
View on CRAN: Click here


Download and install gclm package within the R console
Install from CRAN:
install.packages("gclm")

Install from Github:
library("remotes")
install_github("cran/gclm")

Install by package version:
library("remotes")
install_version("gclm", "0.0.1")



Attach the package and use:
library("gclm")
Maintained by
Gherardo Varando
[Scholar Profile | Author Map]
First Published: 2020-06-04
Latest Update: 2020-06-04
Description:
Estimation of covariance matrices as solutions of continuous time Lyapunov equations. Sparse coefficient matrix and diagonal noise are estimated with a proximal gradient method for an l1-penalized loss minimization problem. Varando G, Hansen NR (2020) .
How to cite:
Gherardo Varando (2020). gclm: Graphical Continuous Lyapunov Models. R package version 0.0.1, https://cran.r-project.org/web/packages/gclm. Accessed 20 Feb. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited gclm R package
View gclm citation profile
Other R packages that gclm depends, imports, suggests or enhances
Complete documentation for gclm
Functions, R codes and Examples using the gclm R package
Some associated functions: B0 . anti_t . clyap . gclm.lowertri . gclm . listInverseBlocks . 
Some associated R codes: gclm.R . util.R .  Full gclm package functions and examples
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