capme (1.3)

0 users

Covariate Adjusted Precision Matrix Estimation.

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 over 7 years ago.



  (0 votes)


  (0 votes)

Log in to vote.


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.