Learn R Programming
⚠️There's a newer version (1.1-13) of this package.Take me there.

BigQuic (version 1.1-5)

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.

Copy Link

Version

Install

install.packages('BigQuic')

Monthly Downloads

255

Version

1.1-5

License

GPL (>= 3) | file LICENSE

Maintainer

Khalid B Kunji

Last Published

May 2nd, 2016

Functions in BigQuic (1.1-5)

BigQuicHelper

BigQuic C++ Caller
BigQuic_object-class

Class "BigQuic_object"
BigQuic.select

BigQuic Select
plot.BigQuic_object

Plot
generate_sample

Generate Sample
BigQuic

\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}BigQuicBig Quadratic Inverse Covariance Estimation
BigQuic_object_builder

BigQuic Object Builder