capme (1.3)
Covariate Adjusted Precision Matrix Estimation.
http://cran.r-project.org/web/packages/capme
The package uses constrained l1 optimization to solve the regression coefficient matrix A and the precision matrix Omega in the model Y = XA + Z, where Z follows N(0,Omega^{-1}). Both A and Omega are high-dimensional sparse matrices.
Maintainer:
Jichun Xie
Author(s): T. Tony Cai, Hongzhe Li, Weidong Liu and Jichun Xie
License: GPL-2
Uses: lpSolve
Released 7 months ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of capme yet. Want to be the first? Write one now.
Related packages: … (20 best matches, based on common tags.)
Search for capme on google, google scholar, r-help, r-devel.
Visit capme on R Graphical Manual.
