No packages match
PDSCE - Positive Definite Sparse Covariance Estimators
Compute and tune some positive definite and sparse covariance estimators.
Last updated
1.65 score 1 stars 1 dependents 15 scripts 209 downloadsMRCE - 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.
Last updated
1.08 score 1 stars 12 scripts 260 downloads