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

datasets

Use Newton's method and coordinate descent to solve the
        regularized inverse correlation matrix estimation problem.
        Please refer to: Sparse Inverse Covariance Matrix Estimation
        Using Quadratic Approximation, Cho-Jui Hsieh, Matyas A. Sustik,
        Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural
        Information Processing Systems 24, 2011, p. 2330--2338.

Matyas A Sustik

QUIC

Estimate sparse inverse correlation matrix using regularization

S function

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

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S: ER dataset

Description

Arguments

source

References

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Description

Arguments

source

References

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RADAR: AI Edition