shock: Slope Heuristic for Block-Diagonal Covariance Selection in High Dimensional Gaussian Graphical Models

Block-diagonal covariance selection for high dimensional Gaussian graphical models. The selection procedure is based on the slope heuristics.

Version: 1.0
Imports: glasso, mvtnorm, capushe, GGMselect, igraph, stats
Published: 2015-12-24
Author: Emilie Devijver, Melina Gallopin
Maintainer: Melina Gallopin <melina.gallopin at gmail.com>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: shock results

Documentation:

Reference manual: shock.pdf

Downloads:

Package source: shock_1.0.tar.gz
Windows binaries: r-devel: shock_1.0.zip, r-release: shock_1.0.zip, r-oldrel: shock_1.0.zip
macOS binaries: r-release (arm64): shock_1.0.tgz, r-oldrel (arm64): shock_1.0.tgz, r-release (x86_64): shock_1.0.tgz, r-oldrel (x86_64): shock_1.0.tgz

Reverse dependencies:

Reverse suggests: xLLiM

Linking:

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