Robust Sparse Gaussian Graphical Modeling via the Gamma-Divergence

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


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("rsggm")

0.3 by Kei Hirose, 3 years ago


http://www.keihirose.com


Browse source code at https://github.com/cran/rsggm


Authors: Kei Hirose


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods

Depends on MASS, Matrix, glasso, QUIC


See at CRAN