ROCKET

ROCKET is a method for computing asymptotically normal estimates of each entry of $Ω$ , which is designed for the transelliptical model.

Preprint: Barber & Kolar 2015, "ROCKET: Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models", http://arxiv.org/abs/1502.07641

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Latest commit rinafb HTML stockdata demo, printed to PDF Mar 26, 2015 2dc7e0f · Mar 26, 2015 History 4 Commits
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README.md	README.md	Modifying README.md file	Mar 26, 2015
copulaDantzig.m	copulaDantzig.m	Initial commit	Mar 26, 2015
copulaLasso.m	copulaLasso.m	Initial commit	Mar 26, 2015
npnCov.m	npnCov.m	Initial commit	Mar 26, 2015
process_options.m	process_options.m	Initial commit	Mar 26, 2015
rankCovIID.m	rankCovIID.m	Initial commit	Mar 26, 2015
stock_categories.txt	stock_categories.txt	Initial commit	Mar 26, 2015
stock_logreturns.txt	stock_logreturns.txt	Initial commit	Mar 26, 2015
stockdata_demo.m	stockdata_demo.m	Initial commit	Mar 26, 2015
stockdata_demo.pdf	stockdata_demo.pdf	HTML stockdata demo, printed to PDF	Mar 26, 2015
teInference.m	teInference.m	Modifying README.md file	Mar 26, 2015

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