j-LoGo Sparse Inverse Covariance

Version 1.0.0.0 (987 Bytes) by Tomaso Aste
Computes sparse inverse covariance, J, from a clique tree made of cliques and separators
0.0
(0)
55 Downloads
Updated 10 Aug 2017

View License

Reference: Wolfram Barfuss, Guido Previde Massara, Tiziana Di Matteo, and Tomaso Aste "Parsimonious modeling with information filtering networks." Physical Review E 94.6 (2016): 062306.
Inputs are:
- S the complete covariance matrix
- separators list of separators
- clique list of cliques
Separators and cliques can be the outputs of TMFG.m function

Cite As

Tomaso Aste (2024). j-LoGo Sparse Inverse Covariance (https://www.mathworks.com/matlabcentral/fileexchange/64067-j-logo-sparse-inverse-covariance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0

changed title