capme: Covariate Adjusted Precision Matrix Estimation
The package uses constrained l1 optimization to solve the
regression coefficient matrix A and the precision matrix Omega
in the model Y = XA + Z, where Z follows N(0,Omega^{-1}). Both
A and Omega are high-dimensional sparse matrices.
| Version: |
1.3 |
| Depends: |
lpSolve |
| Published: |
2012-10-21 |
| Author: |
T. Tony Cai, Hongzhe Li, Weidong Liu and Jichun Xie |
| Maintainer: |
Jichun Xie <jichun at temple.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
capme results |
Downloads: