QUIC: Regularized sparse inverse covariance matrix estimation

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.

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
http://www.r-project.org, http://www.cs.utexas.edu/users/sustik/QUIC

View on CRAN

Files

QUIC
QUIC/MD5
QUIC/demo
QUIC/demo/ER.R
QUIC/demo/00Index
QUIC/demo/ERpath.R
QUIC/src
QUIC/src/QUIC.cpp
QUIC/src/Makevars
QUIC/DESCRIPTION
QUIC/inst
QUIC/inst/CITATION
QUIC/man
QUIC/man/QUIC.Rd QUIC/man/S.Rd
QUIC/data
QUIC/data/ER_692.RData
QUIC/data/datalist
QUIC/R
QUIC/R/QUIC.R
QUIC/NAMESPACE

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.