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MRCE: Multivariate Regression with Covariance Estimation

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.

Version: 2.4
Depends: R (≥ 2.10.1), glasso
Published: 2022-01-04
Author: Adam J. Rothman
Maintainer: Adam J. Rothman <arothman at umn.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: MRCE results

Documentation:

Reference manual: MRCE.pdf

Downloads:

Package source: MRCE_2.4.tar.gz
Windows binaries: r-devel: MRCE_2.4.zip, r-release: MRCE_2.4.zip, r-oldrel: MRCE_2.4.zip
macOS binaries: r-release (arm64): MRCE_2.4.tgz, r-oldrel (arm64): MRCE_2.4.tgz, r-release (x86_64): MRCE_2.4.tgz, r-oldrel (x86_64): MRCE_2.4.tgz
Old sources: MRCE archive

Reverse dependencies:

Reverse enhances: joinet

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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