MRCE
2.4Multivariate Regression with Covariance Estimation
Overview
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
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Author records are not tracked yet for this package.
4 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 2.4Latest
- unarchivedReturned to CRAN2022-01-04
- RR 4.1.0 released · 2021-05-18
- archivedRemoved from CRAN2020-08-03required archived package 'QUIC'
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 2.12017-01-05 · diff ↗
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
Show 6 earlier events
- RR 3.1.0 released · 2014-04-10
- 2.02013-06-11 · diff ↗
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- 1.02012-01-08
- RR 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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Run in R for the authors' preferred citation:
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