Differential Partial Correlation IDentification

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Documentation for package ‘dpcid’ version 1.1

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crit.dpcid Akaike information criterion (AIC) and Bayesian information criterion (BIC) for the DPCID
cv.lambda1 K-fold Crossvalidation for the ridge step
dpcid Differential partial correlation identification with the ridge and the fusion penalties
dpcid_core Identification of two partial correlation matrices having sparse differences
dpcid_l1_core Identification of two partial correlation matrices having sparse differences
lshr.cov Linear shrinkage estimates of covariance and inverse covariance matrix