Estimation of Diagonal Elements of Sparse Precision-Matrices

Documentation for package ‘DESP’ version 0.1-6

DESP-package	Estimation of Diagonal Elements of Sparse Precision-Matrices
DESP	Estimation of Diagonal Elements of Sparse Precision-Matrices
DESP_MST	Estimation of DESP using minimum spanning trees
DESP_MST_MaxDegreeRoot	MST computation
DESP_OLS_B	Estimation of B by ordinary least squares
DESP_PEN_grad	Steepest descent algorithm for penalized maximum likelihood estimation
DESP_PML	Estimation of DESP by penalized likelihood minimization
DESP_RML	Estimation of DESP by likelihood maximization
DESP_RV	Estimation of DESP by residual variance
DESP_SPT	Estimation of DESP using shortest path trees
DESP_SPT_MaxDegreeRoot	SPT computation choosing root a priori as the node of maximal degree
DESP_SPT_MaxDegreeRoot2	SPT - of maximum height equal to 1 - computation choosing root a priori as the node of maximal degree
DESP_SPT_MaxWeight	Maximum weighted tree among all shortest path trees computation
DESP_SqPartCorr	Squared partial correlations computation
DESP_SRL_B	Estimation of the coefficient matrix
DESP_Weighted_Graph	Graph representation from the matrix B
scsSOCP	solve a second-order cone program using SCS
sqR_Lasso	computation of beta that minimize \|Y-X*beta\|_2 + lambda \|beta\|_1 (square-root Lasso)