pacose: iPACOSE, PACOSE and other methods for covariance selection

Implementation of iPACOSE, PACOSE and of various methods for the estimation of covariance/precision matrices under the constraint that some partial correlation coefficients are equal to zero.

Version: 1.4
Depends: ggm, igraph, ppls, MASS, corpcor, glmnet, mvtnorm, lcd
Published: 2013-02-08
Author: Vincent Guillemot, Andreas Bender
Maintainer: GUILLEMOT Vincent <Vincent.GUILLEMOT at cea.fr>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
CRAN checks: pacose results

Downloads:

Reference manual: pacose.pdf
Package source: pacose_1.4.tar.gz
MacOS X binary: pacose_1.4.tgz
Windows binary: pacose_1.4.zip
Old sources: pacose archive