sparseMatEst: Sparse Matrix Estimation and Inference

The 'sparseMatEst' package provides functions for estimating sparse covariance and precision matrices with error control. A false positive rate is fixed corresponding to the probability of falsely including a matrix entry in the support of the estimator. It uses the binary search method outlined in Kashlak and Kong (2019) <doi:10.48550/arXiv.1705.02679> and in Kashlak (2019) <doi:10.48550/arXiv.1903.10988>.

Version: 1.0.0
Imports: stats, glasso
Published: 2019-05-17
DOI: 10.32614/CRAN.package.sparseMatEst
Author: Adam B Kashlak [aut, cre], Xinyu Zhang [ctb]
Maintainer: Adam B Kashlak <kashlak at>
License: GPL-3
NeedsCompilation: no
CRAN checks: sparseMatEst results


Reference manual: sparseMatEst.pdf


Package source: sparseMatEst_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sparseMatEst_1.0.0.tgz, r-oldrel (arm64): sparseMatEst_1.0.0.tgz, r-release (x86_64): sparseMatEst_1.0.0.tgz, r-oldrel (x86_64): sparseMatEst_1.0.0.tgz


Please use the canonical form to link to this page.