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Multivariate Regression with Covariance Estimation

0packages dependsuggested by 1
3.4Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) doi:10.1198/jcgs.2010.09188. This estimator fits the multiple output linear regression model with a sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient matrix.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Adam J. Rothman <arothman@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Adam", "J."),
                    family = "Rothman",
                    role = c("aut", "cre"),
                    email = "arothman@umn.edu")
as necessary.

CRAN check page ↗

Slowest check: 1.9 min · r-devel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTE2026-09-08
  • ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 2.4
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
3includes a package overview page
Examples that run
100%1 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

3.4K
CRAN downloads in the past year
Rank #16,887 · ~9/day · ~286/mo
Daily download trend is not available in this view yet.
24530 days
75490 days
3.4K1 year
Compare downloads with other packages →
Also on346 r2u3 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing MRCE adds 1 package (1 with compiled code, 8.5 KB of source tarballs). Heaviest: glasso 8.5 KB.

Depends (2)
R >= 2.10.1glasso
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect
Suggested by 1
Suggests, most downloaded first

Datasets

People & History

People (from the free-text Author field) (1)

Maintainer since 1.0 (2012)

Releases (4)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • unarchivedReturned to CRAN
    2022-01-04
  • 2.4Latest
    record
    2022-01-04 · current release · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • archivedRemoved from CRAN
    2020-08-03
    required archived package 'QUIC'
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 2.1
    record
    2017-01-05 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
Show 6 earlier eventsHide 6 earlier events
  • R
    R 3.1.0 released · 2014-04-10
  • 2.0
    record
    2013-06-11 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • R
    R 2.15.0 released · 2012-03-30
  • 1.0
    record
    2012-01-08
  • R
    R 2.14.0 released · 2011-10-31

Package metadata

First published
2012-01-08
Total releases
4 / 14 yrs
License
GPL-2 OSI
Minimum R
≥ 2.10.1
Bundled data
3.7 KB / 1 file
Download size
13 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MRCE")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MRCE version 2.4 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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