BigQuic (version 1.1-13)

Big Quadratic Inverse Covariance Estimation

Description

Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.

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Install

install.packages('BigQuic')

Monthly Downloads

334

Version

1.1-13

License

GPL (>= 3) | file LICENSE

Maintainer

Last Published

November 19th, 2022

Functions in BigQuic (1.1-13)