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) <arXiv:1705.02679> and in Kashlak (2019) <arXiv:1903.10988>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | sparseMatEst_1.0.0.tar.gz |
39.1 KiB |
1.0.0 |
rolling linux/noble R-4.5 | sparseMatEst_1.0.0.tar.gz |
39.0 KiB |
1.0.0 |
rolling source/ R- | sparseMatEst_1.0.0.tar.gz |
7.4 KiB |
1.0.0 |
latest linux/jammy R-4.5 | sparseMatEst_1.0.0.tar.gz |
39.1 KiB |
1.0.0 |
latest linux/noble R-4.5 | sparseMatEst_1.0.0.tar.gz |
39.0 KiB |
1.0.0 |
latest source/ R- | sparseMatEst_1.0.0.tar.gz |
7.4 KiB |
1.0.0 |
2026-04-26 source/ R- | sparseMatEst_1.0.0.tar.gz |
7.4 KiB |
1.0.0 |
2026-04-23 source/ R- | sparseMatEst_1.0.0.tar.gz |
7.4 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | sparseMatEst_1.0.0.zip |
42.0 KiB |
1.0.0 |
2025-04-20 source/ R- | sparseMatEst_1.0.0.tar.gz |
7.4 KiB |