QUIC: Regularized sparse inverse covariance matrix estimation

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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.

Author
Cho-Jui Hsieh [aut], Matyas A. Sustik [aut, cre], Inderjit S. Dhillon [aut], Pradeep Ravikumar [aut]
Date of publication
2012-05-17 20:20:06
Maintainer
Matyas A. Sustik <sustik@cs.utexas.edu>
License
GPL-3
Version
1.1
URLs

View on CRAN

Man pages

QUIC
QUadratic Inverse Covariance estimation
S
ER dataset

Files in this package

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