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BigQuic

Big Quadratic Inverse Covariance Estimation

v1.1-13 · Nov 19, 2022 · GPL (>= 3) | file LICENSE
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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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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp Matrix scalreg BigQuic

Version History

new 1.1-13 Mar 10, 2026
updated 1.1-13 ← 1.1-11 diff Nov 18, 2022
updated 1.1-11 ← 1.1-10 diff Mar 3, 2022
updated 1.1-10 ← 1.1-9.1 diff Jan 10, 2022
updated 1.1-9.1 ← 1.1-9 diff Feb 28, 2021
updated 1.1-9 ← 1.1-8 diff May 14, 2020
updated 1.1-8 ← 1.1-7 diff Apr 27, 2018
updated 1.1-7 ← 1.1-5 diff Feb 1, 2017
new 1.1-5 May 1, 2016