BigQuic: Big Quadratic Inverse Covariance Estimation
Version 1.1-7

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

Package details

AuthorKhalid 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 publication2017-02-02 13:45:41
MaintainerKhalid B. Kunji <kkunji@hbku.edu.qa>
LicenseGPL (>= 3) | file LICENSE
Version1.1-7
URL https://www.r-project.org https://www.cs.utexas.edu/users/sustik/QUIC http://glaros.dtc.umn.edu/gkhome/views/metis http://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BigQuic")

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BigQuic documentation built on May 29, 2017, 11:55 a.m.