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Difdtl (version 2.0)

Difference of Two Precision Matrices Estimation

Description

Difference of two precision matrices is estimated by the d-trace loss with lasso penalty, given two sample classes.

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Version

Install

install.packages('Difdtl')

Monthly Downloads

11

Version

2.0

License

GPL (>= 2)

Maintainer

Huili Yuan

Last Published

August 23rd, 2016

Functions in Difdtl (2.0)

dpmdtl.ic

Return the best lambda number selected by AIC.
L1_dts

The algorithm used to calculate the difference of two precision matrices estimation.
genp

Generate one precision matrix.
Difdtl-package

Difference of Two Precision Matrices Estimation
genp1

Generate difference of two precision matrices.
loss

Calculate the loss function value for the estimation.
Dpmdtl

Return the result of difference of two precision matrices estimation by d-trace loss with lasso penalty.