QUIC: Regularized sparse inverse covariance matrix estimation
Version 1.1

Use Newton's method and coordinate descent to solve the regularized inverse covariance matrix estimation problem. Please refer to: Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation, Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural Information Processing Systems 24, 2011, p. 2330--2338.

Getting started

Package details

AuthorCho-Jui Hsieh [aut], Matyas A. Sustik [aut, cre], Inderjit S. Dhillon [aut], Pradeep Ravikumar [aut]
Date of publication2012-05-17 20:20:06
MaintainerMatyas A. Sustik <sustik@cs.utexas.edu>
LicenseGPL-3
Version1.1
URL http://www.r-project.org http://www.cs.utexas.edu/users/sustik/QUIC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("QUIC")

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QUIC documentation built on May 30, 2017, 12:07 a.m.