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.
Version: | 2.1 |
Depends: | R (≥ 2.10.1), QUIC |
Published: | 2017-01-05 |
Author: | Adam J. Rothman |
Maintainer: | Adam J. Rothman <arothman at umn.edu> |
License: | GPL-2 |
NeedsCompilation: | yes |
CRAN checks: | MRCE results |
Reference manual: | MRCE.pdf |
Package source: | MRCE_2.1.tar.gz |
Windows binaries: | r-devel: MRCE_2.1.zip, r-release: MRCE_2.1.zip, r-oldrel: MRCE_2.1.zip |
OS X El Capitan binaries: | r-release: MRCE_2.1.tgz |
OS X Mavericks binaries: | r-oldrel: MRCE_2.1.tgz |
Old sources: | MRCE archive |
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