MRCE (2.1)

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Multivariate Regression with Covariance Estimation.

http://cran.r-project.org/web/packages/MRCE

Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) . This estimator fits the multiple output linear regression model with a sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient matrix.

Maintainer: Adam J. Rothman
Author(s): Adam J. Rothman

License: GPL-2

Uses: QUIC
Reverse enhances: joinet

Released almost 3 years ago.


2 previous versions

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