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shock  

Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("shock", "1.0")



Attach the package and use:
library("shock")
Maintained by
Melina Gallopin
[Scholar Profile | Author Map]
First Published: 2015-12-24
Latest Update: 2015-12-24
Description:
Block-diagonal covariance selection for high dimensional Gaussian graphical models. The selection procedure is based on the slope heuristics.
How to cite:
Melina Gallopin (2015). shock: Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models. R package version 1.0, https://cran.r-project.org/web/packages/shock. Accessed 29 Mar. 2025.
Previous versions and publish date:
No previous versions
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View shock citation profile
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Complete documentation for shock
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