r-quic 1.1 Regularized sparse inverse covariance matrix estimation
This package implements the regularized Gaussian maximum likelihood estimation of the inverse of a covariance matrix. It uses Newton's method and coordinate descent to solve the regularized inverse covariance matrix estimation problem.
- Website: https://www.cs.utexas.edu/users/sustik/QUIC/
- License: GPL 3+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux