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
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Updated 10 Aug 2017

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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
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Version Published Release Notes
1.0.0.0

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