QUIC: Regularized sparse inverse covariance matrix estimation

Use Newton's method and coordinate descent to solve the regularized inverse covariance matrix estimation problem. Please refer to: Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation, Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural Information Processing Systems 24, 2011, p. 2330–2338.

Version: 1.1
Depends: R (≥ 2.10)
Published: 2012-05-17
Author: Cho-Jui Hsieh [aut], Matyas A. Sustik [aut, cre], Inderjit S. Dhillon [aut], Pradeep Ravikumar [aut]
Maintainer: Matyas A. Sustik <sustik at cs.utexas.edu>
BugReports: sustik@cs.utexas.edu
License: GPL-3
URL: http://www.r-project.org, http://www.cs.utexas.edu/users/sustik/QUIC
NeedsCompilation: yes
Citation: QUIC citation info
In views: gR
CRAN checks: QUIC results


Reference manual: QUIC.pdf
Package source: QUIC_1.1.tar.gz
Windows binaries: r-devel: QUIC_1.1.zip, r-release: QUIC_1.1.zip, r-oldrel: QUIC_1.1.zip
OS X El Capitan binaries: r-release: QUIC_1.1.tgz
OS X Mavericks binaries: r-oldrel: QUIC_1.1.tgz
Old sources: QUIC archive

Reverse dependencies:

Reverse depends: abundant, MRCE, rsggm
Reverse imports: SparseTSCGM
Reverse suggests: pulsar, scio, stabs


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