aefty/SQUIC_R: Sparse QUadratic approximate Inverse Covariance matrix estimation.

SQUIC is a second-order, L1-regularized maximum likelihood method for performant large-scale sparse precision matrix estimation.

Getting started

Package details

Maintainer
LicenseGPL v3
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("aefty/SQUIC_R")
aefty/SQUIC_R documentation built on July 29, 2021, 5:17 p.m.