S: ER dataset

Description Source References

Description

Empirical covariance matrix derived from the ER dataset. The original dimension 7027 was reduced to 692 by thresholding.

Source

http://www.math.nus.edu.sg/~mattohkc/Covsel-0.zip

References

Lu Li, Kim-Chuan Toh: An inexact interior point method for L1 regularized sp\ arse covariance selection. Math. Prog. Comp. (2010) 2:291-315


QUIC documentation built on July 20, 2020, 5:07 p.m.

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