Package: MRCE
Type: Package
Title: Multivariate Regression with Covariance Estimation
Version: 2.4
Date: 2022-01-04
Author: Adam J. Rothman
Maintainer: Adam J. Rothman <arothman@umn.edu>
Depends: R (>= 2.10.1), glasso
Description: 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.
License: GPL-2
NeedsCompilation: yes
Packaged: 2026-06-22 08:24:54 UTC; root
Repository: https://adamjrothman.r-universe.dev
Date/Publication: 2022-01-04 16:30:10 UTC
RemoteUrl: https://github.com/cran/MRCE
RemoteRef: HEAD
RemoteSha: e4b25d7ef7d3ecd27af3b655592038c76b55f49f