CRAN

DESP 0.2-2

Estimation of Diagonal Elements of Sparse Precision-Matrices

Released Feb 2, 2017 by Samuel Balmand

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and all tests failed.

Dependencies

MASS 7.3-45 RBGL 1.48.1 graph 1.50.0 SparseM 1.74 Matrix 1.2-8

Several estimators of the diagonal elements of a sparse precision (inverse covariance) matrix from a sample of Gaussian vectors for a given matrix of estimated marginal regression coefficients. Moreover, a robust estimator of the precision matrix is proposed. To install package 'gurobi', instructions at and .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>DESP</artifactId>
    <version>0.2-2-b12</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:DESP')

Test Results

This package was last tested against Renjin 0.8.2474 on Oct 21, 2017.