Package: gclm 0.0.1
Gherardo Varando
gclm: Graphical Continuous Lyapunov Models
Estimation of covariance matrices as solutions of continuous time Lyapunov equations. Sparse coefficient matrix and diagonal noise are estimated with a proximal gradient method for an l1-penalized loss minimization problem. Varando G, Hansen NR (2020) <arxiv:2005.10483>.
Authors:
gclm_0.0.1.tar.gz
gclm_0.0.1.tar.gz(r-4.5-noble)gclm_0.0.1.tar.gz(r-4.4-noble)
gclm_0.0.1.tgz(r-4.4-emscripten)gclm_0.0.1.tgz(r-4.3-emscripten)
gclm.pdf |gclm.html✨
gclm/json (API)
| # Install 'gclm' in R: |
| install.packages('gclm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gherardovarando/gclm/issues
Last updated 4 years agofrom:1011ff9804. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 04 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 04 2024 |
Exports:B0clyapgclmgclm.lowertrigclm.path
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Generate a naive stable matrix | B0 |
| Solve continuous-time Lyapunov equations | clyap |
| l1 penalized loss estimation for GCLM | gclm gclm.path |
| Recover lower triangular GCLM | gclm.lowertri |
