BigQuic: Big Quadratic Inverse Covariance Estimation

Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.

Version: 1.1-7
Depends: R (≥ 3.2.2), methods
Imports: Rcpp (≥ 0.12.1), Matrix, scalreg
LinkingTo: Rcpp
Published: 2017-02-02
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://www.cs.utexas.edu/users/sustik/QUIC http://glaros.dtc.umn.edu/gkhome/views/metis http://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
NeedsCompilation: yes
CRAN checks: BigQuic results

Downloads:

Reference manual: BigQuic.pdf
Package source: BigQuic_1.1-7.tar.gz
Windows binaries: r-devel: BigQuic_1.1-7.zip, r-release: BigQuic_1.1-7.zip, r-oldrel: BigQuic_1.1-7.zip
OS X Mavericks binaries: r-release: BigQuic_1.1-7.tgz, r-oldrel: BigQuic_1.1-7.tgz
Old sources: BigQuic archive

Reverse dependencies:

Reverse imports: bastah

Linking:

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