MRCE: Multivariate regression with covariance estimation

Multivariate regression with covariance estimation

Author
Adam J. Rothman
Date of publication
2013-06-11 00:36:49
Maintainer
Adam J. Rothman <arothman@umn.edu>
License
GPL-2
Version
2.0

View on CRAN

Man pages

mrce
Do multivariate regression with covariance estimation (MRCE)
MRCE-package
Multivariate regression with covariance estimation
stock04
log-returns of 9 stocks from 2004

Files in this package

MRCE
MRCE/MD5
MRCE/src
MRCE/src/mrce-solveb.c
MRCE/man
MRCE/man/stock04.Rd
MRCE/man/mrce.Rd
MRCE/man/MRCE-package.Rd
MRCE/data
MRCE/data/stock04.rda
MRCE/R
MRCE/R/rblasso.R
MRCE/R/mrce.cv.R
MRCE/R/mrce.R
MRCE/R/compute.mrce.R
MRCE/R/compute.fixed.R
MRCE/NAMESPACE
MRCE/DESCRIPTION