CRAN/E | MRCE

MRCE

Multivariate Regression with Covariance Estimation

Installation

About

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.

Key Metrics

Version 2.4
R ≥ 2.10.1
Published 2022-01-04 814 days ago
Needs compilation? yes
License GPL-2
CRAN checks MRCE results

Downloads

Yesterday 14 +133%
Last 7 days 64 -9%
Last 30 days 261 +0%
Last 90 days 934 +37%
Last 365 days 3.216 -27%

Maintainer

Maintainer

Adam J. Rothman

arothman@umn.edu

Authors

Adam J. Rothman

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

MRCE archive

Depends

R ≥ 2.10.1
glasso

Reverse Enhances

joinet