BigQuic: Big Quadratic Inverse Covariance Estimation

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Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.

Author
Khalid B. Kunji [aut, cre], Cho-Jui Hsieh [ctb], Matyas A. Sustik [ctb], Inderjit S. Dhillon [ctb], Pradeep Ravikumar [ctb], Tuo Zhao [ctb], Xingguo Li [ctb], Han Liu [ctb], Kathryn Roeder [ctb], John Lafferty [ctb], Larry Wasserman [ctb], George Karypis [ctb], Melissa O'Neill [ctb], Richard Henderson [ctb]
Date of publication
2016-05-02 17:28:18
Maintainer
Khalid B. Kunji <kkunji@qf.org.qa>
License
GPL (>= 3) | file LICENSE
Version
1.1-5
URLs

View on CRAN

Man pages

BigQuicHelper
BigQuic C++ Caller
BigQuic_object_builder
BigQuic Object Builder
BigQuic_object-class
Class '"BigQuic_object"'
BigQuic-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("BigQuic")}
BigQuic.select
BigQuic Select
generate_sample
Generate Sample
plot.BigQuic_object
Plot

Files in this package

BigQuic
BigQuic/inst
BigQuic/inst/COPYRIGHTS
BigQuic/inst/extdata
BigQuic/inst/extdata/testInput
BigQuic/src
BigQuic/src/Makevars
BigQuic/src/util.c
BigQuic/src/bigquic-run.cpp
BigQuic/src/mkwayrefine.c
BigQuic/src/proto.h
BigQuic/src/mkmetis.c
BigQuic/src/kwayvolrefine.c
BigQuic/src/mpmetis.c
BigQuic/src/separator.c
BigQuic/src/pmetis.c
BigQuic/src/timing.c
BigQuic/src/metis.h
BigQuic/src/omp.h
BigQuic/src/mrefine.c
BigQuic/src/balance.c
BigQuic/src/parmetis.c
BigQuic/src/kmetis.c
BigQuic/src/pcg_basic.h
BigQuic/src/kwayfm.c
BigQuic/src/ometis.c
BigQuic/src/meshpart.c
BigQuic/src/rename.h
BigQuic/src/minitpart.c
BigQuic/src/mmatch.c
BigQuic/src/stat.c
BigQuic/src/kwayrefine.c
BigQuic/src/bigquic.cpp
BigQuic/src/memory.c
BigQuic/src/myqsort.c
BigQuic/src/graph.c
BigQuic/src/struct.h
BigQuic/src/fortran.c
BigQuic/src/mrefine2.c
BigQuic/src/mutil.c
BigQuic/src/mincover.c
BigQuic/src/fm.c
BigQuic/src/mfm2.c
BigQuic/src/frename.c
BigQuic/src/macros.h
BigQuic/src/ccgraph.c
BigQuic/src/bucketsort.c
BigQuic/src/pqueue.c
BigQuic/src/mcoarsen.c
BigQuic/src/debug.c
BigQuic/src/initpart.c
BigQuic/src/compress.c
BigQuic/src/subdomains.c
BigQuic/src/kwayvolfm.c
BigQuic/src/match.c
BigQuic/src/sfm.c
BigQuic/src/refine.c
BigQuic/src/mesh.c
BigQuic/src/srefine.c
BigQuic/src/mbalance.c
BigQuic/src/kvmetis.c
BigQuic/src/mbalance2.c
BigQuic/src/minitpart2.c
BigQuic/src/defs.h
BigQuic/src/RcppExports.cpp
BigQuic/src/estmem.c
BigQuic/src/pcg_basic.c
BigQuic/src/coarsen.c
BigQuic/src/bigquic.h
BigQuic/src/mmd.c
BigQuic/src/mfm.c
BigQuic/src/mkwayfmh.c
BigQuic/NAMESPACE
BigQuic/R
BigQuic/R/BigQuic.select.R
BigQuic/R/BigQuic.R
BigQuic/R/RcppExports.R
BigQuic/MD5
BigQuic/build
BigQuic/build/partial.rdb
BigQuic/DESCRIPTION
BigQuic/man
BigQuic/man/BigQuic_object-class.Rd
BigQuic/man/plot.BigQuic_object.Rd
BigQuic/man/BigQuic.select.Rd
BigQuic/man/BigQuic-package.Rd
BigQuic/man/BigQuic_object_builder.Rd
BigQuic/man/generate_sample.Rd
BigQuic/man/BigQuicHelper.Rd
BigQuic/LICENSE