sparse.inv.cov
sparse.inv.cov is an R package designed for fitting large sparse covariance selection models. It is available under the General Public License and comes with absolutely no warranty.
News
- February 2011 – sparse.inv.cov version 1.x will soon be available for download. An article describing the methodology behind the package has been submitted.
Download
The latest version of sparse.inv.cov will be available for download as
- Source package
- Windows binary
Instructions for the installation of R packages can be found on the R Project website for Unix, Windows and Mac OS X.
Documentation
To reproduce the fitted inverse covariance matrix in the BMC Bioinformatics paper see [PDF not available yet].
A tutorial introducing the main functions of sparse.inv.cov and the typical work flow for an analysis is available as [PDF not available yet].
Contact
For questions, comments and bug reports please contact Harri.Kiiveri.