capme (1.3)

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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 over 6 years ago.


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