What does the R-package 'BigQuic' do?

Big Quadratic Inverse Covariance Estimation

Who authored BigQuic?

Khalid B. Kunji, Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Tuo Zhao, Xingguo Li, Han Liu, Kathryn Roeder, John Lafferty, Larry Wasserman, George Karypis, Melissa O'Neill, Richard Henderson

CRAN/E | BigQuic

Installation

About

Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.

www.r-project.org
bigdata.oden.utexas.edu/software/1035/ glaros.dtc.umn.edu/gkhome/views/metis https://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
www.r-project.org, https://bigdata.oden.utexas.edu/software/1035/ glaros.dtc.umn.edu/gkhome/views/metis https://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
www.r-project.org, https://bigdata.oden.utexas.edu/software/1035/ glaros.dtc.umn.edu/gkhome/views/metis https://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
www.r-project.org, https://bigdata.oden.utexas.edu/software/1035/ glaros.dtc.umn.edu/gkhome/views/metis https://www.pcg-random.org/download.html https://gcc.gnu.org/projects/gomp/
Copyright	The included METIS library is Copyright 1997, Regents of the University of Minnesota BigQuic copyright details

Key Metrics

Version	1.1-13
R	≥ 3.2.2
Published	2022-11-19 527 days ago
Needs compilation?	yes
License	GPL (≥ 3)
License	File
CRAN checks	BigQuic results

Downloads

Yesterday	6 -14%
Last 7 days	82 -9%
Last 30 days	316 -7%
Last 90 days	976 -16%
Last 365 days	4.045 -23%

Maintainer

Khalid B. Kunji

kkunji@hbku.edu.qa

Authors

Khalid B. Kunji	aut / cre
Cho-Jui Hsieh	ctb
Matyas A. Sustik	ctb
Inderjit S. Dhillon	ctb
Pradeep Ravikumar	ctb
Tuo Zhao	ctb
Xingguo Li	ctb
Han Liu	ctb
Kathryn Roeder	ctb
John Lafferty	ctb
Larry Wasserman	ctb
George Karypis	ctb
Melissa O'Neill	ctb
Richard Henderson	ctb

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

BigQuic archive

Depends

R	≥ 3.2.2
methods

Imports

Rcpp	≥ 0.12.1
Matrix
scalreg

LinkingTo

Rcpp

Reverse Imports

bastah

Reverse Suggests

pulsar