QUIC (1.1)

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Regularized sparse inverse covariance matrix estimation.

http://www.r-project.org
http://www.cs.utexas.edu/users/sustik/QUIC
http://cran.r-project.org/web/packages/QUIC

Use Newton's method and coordinate descent to solve the regularized inverse covariance matrix estimation problem. Please refer to: Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation, Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural Information Processing Systems 24, 2011, p. 2330--2338.

Maintainer: Matyas A. Sustik
Author(s): Cho-Jui Hsieh [aut], Matyas A. Sustik [aut, cre], Inderjit S. Dhillon [aut], Pradeep Ravikumar [aut]

License: GPL-3

Uses: Does not use any package
Reverse depends: abundant, MRCE
Reverse suggests: scio

Released about 2 years ago.


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