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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.
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Package details |
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| Author | Cho-Jui Hsieh [aut], Matyas A. Sustik [aut], Inderjit S. Dhillon [aut], Pradeep Ravikumar [aut] |
| Maintainer | ORPHANED |
| License | GPL-3 |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
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