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Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.
| Version: | 1.1-13 |
| Depends: | R (≥ 3.2.2), methods |
| Imports: | Rcpp (≥ 0.12.1), Matrix, scalreg |
| LinkingTo: | Rcpp |
| Published: | 2022-11-19 |
| DOI: | 10.32614/CRAN.package.BigQuic |
| Author: | Khalid B. Kunji [aut, cre], Cho-Jui Hsieh [ctb], Matyas A. Sustik [ctb], Inderjit S. Dhillon [ctb], Pradeep Ravikumar [ctb], Tuo Zhao [ctb], Xingguo Li [ctb], Han Liu [ctb], Kathryn Roeder [ctb], John Lafferty [ctb], Larry Wasserman [ctb], George Karypis [ctb], Melissa O'Neill [ctb], Richard Henderson [ctb] |
| Maintainer: | Khalid B. Kunji <kkunji at hbku.edu.qa> |
| License: | GPL (≥ 3) | file LICENSE |
| Copyright: | The included METIS library is Copyright 1997, Regents of the
University of Minnesota BigQuic copyright details |
| URL: | https://www.r-project.org, https://bigdata.oden.utexas.edu/software/1035/ http://glaros.dtc.umn.edu/gkhome/views/metis https://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/ |
| NeedsCompilation: | yes |
| CRAN checks: | BigQuic results |
| Reference manual: | BigQuic.pdf |
| Package source: | BigQuic_1.1-13.tar.gz |
| Windows binaries: | r-devel: BigQuic_1.1-13.zip, r-release: BigQuic_1.1-13.zip, r-oldrel: BigQuic_1.1-13.zip |
| macOS binaries: | r-release (arm64): BigQuic_1.1-13.tgz, r-oldrel (arm64): BigQuic_1.1-13.tgz, r-release (x86_64): BigQuic_1.1-13.tgz, r-oldrel (x86_64): BigQuic_1.1-13.tgz |
| Old sources: | BigQuic archive |
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