MCLIME
1.1Simultaneous Estimation of the Regression Coefficients and Precision Matrix
Overview
A robust constrained L1 minimization method for estimating the regression coefficients and a large sparse inverse covariance matrix (i.e. precision matrix) simultaneoulsy. The computation uses linear programming.
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2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 2.12.0 released · 2010-10-15
- 1.12010-09-24 · diff ↗
- 1.02010-09-24
- RR 2.11.0 released · 2010-04-22
- archivedRemoved from CRANArchived at the request of the maintainer. See also package 'capme'
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- 2
- License
- GPL-2 OSI
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