Package: BigQuic 1.1-13

Khalid B. Kunji

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.

Authors: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]

BigQuic_1.1-13.tar.gz
BigQuic_1.1-13.tar.gz(r-4.5-noble)BigQuic_1.1-13.tar.gz(r-4.4-noble)
BigQuic_1.1-13.tgz(r-4.4-emscripten)BigQuic_1.1-13.tgz(r-4.3-emscripten)
BigQuic.pdf |BigQuic.html
BigQuic/json (API)

# Install 'BigQuic' in R:
install.packages('BigQuic', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 10 scripts 337 downloads 2 exports 5 dependencies

Last updated 2 years agofrom:3f5bb2871f. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-linux-x86_64OKNov 19 2024

Exports:BigQuicBigQuic.select

Dependencies:larslatticeMatrixRcppscalreg

Readme and manuals

Help Manual

Help pageTopics
Big Quadratic Inverse Covariance EstimationBigQuic
BigQuic Object BuilderBigQuic_object_builder
Class '"BigQuic_object"'BigQuic_object-class
BigQuic SelectBigQuic.select
BigQuic C++ CallerBigQuicHelper
Generate Samplegenerate_sample
Plotplot.BigQuic_object