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.
- August 2013 – sparse.inv.cov is now published and available for download.
The latest version of sparse.inv.cov is available for download as
Instructions for the installation of R packages can be found on the R Project website for Unix, Windows and Mac OS X.
To reproduce the fitted inverse covariance matrix in the BMC Bioinformatics paper – PDF.
A tutorial introducing the main functions of sparse.inv.cov and the typical work flow for an analysis – PDF.
For questions, comments and bug reports please contact Harri Kiiveri.