Estimate sparse dynamic graphs using the Smooth Incremental Graphical Lasso Estimation (SINGLE) algorithm

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Documentation for package ‘SINGLE’ version 1.3

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SINGLE-package Estimate dynamic networks using the Smooth Incremental Graphical Lasso Estimation (SINGLE) Algorithm
choose_h Estimate kernel width for Gaussian kernel and Sliding window
generate_random_data Generate a random dynamic graph using Vector Autoregressive (VAR) processes
get_kern_cov Estimate time varying sample covariance matrices using kernels
plotSINGLE Plot pairwise partial correlations as estimated by the SINGLE algorithm
precision_recall Calculate the Precision, Recall and F scores
SINGLE Smooth Incremental Graphical Lasso Estimation (SINGLE)