Package: BigQuic 1.1-13

BigQuic: Big Quadratic Inverse Covariance Estimation

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

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]

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BigQuic.pdf |BigQuic.html
BigQuic/json (API)

# Install 'BigQuic' in R:
install.packages('BigQuic', repos = c('https://kkunji.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

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

2 exports 1 stars 0.09 score 5 dependencies 10 scripts 343 downloads

Last updated 2 years agofrom:3f5bb2871f. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 28 2024
R-4.5-win-x86_64OKAug 28 2024
R-4.5-linux-x86_64OKAug 28 2024
R-4.4-win-x86_64OKAug 28 2024
R-4.4-mac-x86_64OKAug 28 2024
R-4.4-mac-aarch64OKAug 28 2024
R-4.3-win-x86_64OKAug 28 2024
R-4.3-mac-x86_64OKAug 28 2024
R-4.3-mac-aarch64OKAug 28 2024

Exports:BigQuicBigQuic.select

Dependencies:larslatticeMatrixRcppscalreg

Readme and manuals

Help Manual

Help pageTopics
Big Quadratic Inverse Covariance EstimationBigQuic
BigQuic Object BuilderBigQuic_object_builder
Class '"BigQuic_object"'BigQuic_object-class
BigQuic SelectBigQuic.select
BigQuic C++ CallerBigQuicHelper
Generate Samplegenerate_sample
Plotplot.BigQuic_object