Robust Sparse Gaussian Graphical Modeling via the Gamma-Divergence

Robust estimation of sparse inverse covariance matrix via the gamma-divergence.


Reference manual

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0.3 by Kei Hirose, 4 years ago

Browse source code at

Authors: Kei Hirose

Documentation:   PDF Manual  

GPL (>= 2) license

Imports methods

Depends on MASS, Matrix, glasso, QUIC

See at CRAN