Build Dependency Graphs using Projection

Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019). Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.


Reference manual

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1.6 by Yang Feng, 10 months ago

Browse source code at

Authors: Yang Feng [aut, cre] , Jianqing Fan [aut] , Lucy Xia [aut]

Documentation:   PDF Manual  

GPL-2 license

Imports SAM, energy, glasso, glmnet, splines

See at CRAN