Package: MRCE 2.4
MRCE: Multivariate Regression with Covariance Estimation
Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) <doi:10.1198/jcgs.2010.09188>. 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.
Authors:
MRCE_2.4.tar.gz
MRCE_2.4.zip(r-4.7)MRCE_2.4.zip(r-4.6)MRCE_2.4.zip(r-4.5)
MRCE_2.4.tgz(r-4.6-x86_64)MRCE_2.4.tgz(r-4.6-arm64)MRCE_2.4.tgz(r-4.5-x86_64)MRCE_2.4.tgz(r-4.5-arm64)
MRCE_2.4.tar.gz(r-4.7-arm64)MRCE_2.4.tar.gz(r-4.7-x86_64)MRCE_2.4.tar.gz(r-4.6-arm64)MRCE_2.4.tar.gz(r-4.6-x86_64)
MRCE_2.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MRCE/json (API)
| # Install 'MRCE' in R: |
| install.packages('MRCE', repos = c('https://adamjrothman.r-universe.dev', 'https://cloud.r-project.org')) |
- stock04 - Log-returns of 9 stocks from 2004
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:e4b25d7ef7. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 118 | ||
| linux-devel-x86_64 | OK | 100 | ||
| source / vignettes | OK | 167 | ||
| linux-release-arm64 | OK | 124 | ||
| linux-release-x86_64 | OK | 114 | ||
| macos-release-arm64 | OK | 181 | ||
| macos-release-x86_64 | OK | 310 | ||
| macos-oldrel-arm64 | OK | 202 | ||
| macos-oldrel-x86_64 | OK | 288 | ||
| windows-devel | OK | 71 | ||
| windows-release | OK | 63 | ||
| windows-oldrel | OK | 66 | ||
| wasm-release | OK | 110 |
Exports:mrce
Dependencies:glasso
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate regression with covariance estimation | MRCE-package MRCE |
| Do multivariate regression with covariance estimation (MRCE) | mrce |
| log-returns of 9 stocks from 2004 | stock04 |
