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:Adam J. Rothman

MRCE_2.4.tar.gz
MRCE_2.4.zip(r-4.7-x86_64)MRCE_2.4.zip(r-4.7-arm64)MRCE_2.4.zip(r-4.6-x86_64)MRCE_2.4.zip(r-4.6-arm64)MRCE_2.4.zip(r-4.5-x86_64)
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'))
Datasets:
  • stock04 - Log-returns of 9 stocks from 2004

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.04 score 1 stars 11 scripts 275 downloads 1 mentions 1 exports 1 dependencies

Last updated from:e4b25d7ef7. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK74
linux-devel-x86_64OK87
source / vignettesOK173
linux-release-arm64OK62
linux-release-x86_64OK99
macos-release-arm64OK156
macos-release-x86_64OK312
macos-oldrel-arm64OK141
macos-oldrel-x86_64OK376
windows-devel-arm64OK344
windows-devel-x86_64OK103
windows-release-arm64OK361
windows-release-x86_64OK71
windows-oldrel-x86_64OK102
wasm-releaseOK73

Exports:mrce

Dependencies:glasso