Multivariate 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
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.- NOTE11 OK, 2 NOTE2026-09-08
- ERROR10 OK, 2 NOTE, 1 ERROR2026-09-07
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- 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
Dependencies
Installing MRCE adds 1 package (1 with compiled code, 8.5 KB of source tarballs). Heaviest: glasso 8.5 KB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- 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
- unarchivedReturned to CRAN2022-01-04
- 2.4Latest
- 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
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.
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.