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sparseMatEst  

Sparse Matrix Estimation and Inference
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparseMatEst", "1.0.0")



Attach the package and use:
library("sparseMatEst")
Maintained by
Adam B Kashlak
[Scholar Profile | Author Map]
First Published: 2019-05-17
Latest Update: 2019-05-17
Description:
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>.
How to cite:
Adam B Kashlak (2019). sparseMatEst: Sparse Matrix Estimation and Inference. R package version 1.0.0, https://cran.r-project.org/web/packages/sparseMatEst. Accessed 29 Mar. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited sparseMatEst R package
View sparseMatEst citation profile
Other R packages that sparseMatEst depends, imports, suggests or enhances
Complete documentation for sparseMatEst
Functions, R codes and Examples using the sparseMatEst R package
Some associated functions: genSparseMatrix . sparseCov . sparseMatEst-package . sparsePrec . 
Some associated R codes: sparseCov.R . sparseMatEst.R . sparseMatGen.R . sparseMatGenMethods.R . sparseMatTools.R . sparsePrec.R .  Full sparseMatEst package functions and examples
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