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: 1.1-9.1
Depends: R (≥ 3.2.2), methods
Imports: Rcpp (≥ 0.12.1), Matrix, scalreg
LinkingTo: Rcpp
Published: 2021-03-01
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

Documentation:

Reference manual: BigQuic.pdf

Downloads:

Package source: BigQuic_1.1-9.1.tar.gz
Windows binaries: r-devel: BigQuic_1.1-9.1.zip, r-devel-UCRT: BigQuic_1.1-9.1.zip, r-release: BigQuic_1.1-9.1.zip, r-oldrel: BigQuic_1.1-9.1.zip
macOS binaries: r-release (arm64): BigQuic_1.1-9.1.tgz, r-release (x86_64): BigQuic_1.1-9.1.tgz, r-oldrel: BigQuic_1.1-9.1.tgz
Old sources: BigQuic archive

Reverse dependencies:

Reverse imports: bastah
Reverse suggests: pulsar

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BigQuic to link to this page.