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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.

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Install

install.packages('BigQuic')

Monthly Downloads

322

Version

1.1-5

License

GPL (>= 3) | file LICENSE

Maintainer

Khalid B Kunji

Last Published

May 2nd, 2016

Functions in BigQuic (1.1-5)