Robust precision matrix estimation
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README.md

Robust precision matrix estimation

This is a shiny app that facilitates the estimation of robust regularised precicion matrices.

Dependencies

install.packages("shiny")
install.packages("huge")
install.packages("rococo")
install.packages("ICSNP")
install.packages("networkD3")
install.packages("htmlwidgets")
install.packages("pairsD3")

Usage

You can download and run robnetwork using:

shiny::runGitHub("garthtarr/robnetwork")

References

  • Tarr G, Müller S and Weber NC, (2015). Robust estimation of precision matrices under cellwise contamination. Computational Statistics & Data Analysis, to appear. DOI: 10.1016/j.csda.2015.02.005
  • Öllerer V and Croux C, (2015). Robust high-dimensional precision matrix estimation. arXiv:1501.01219