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.
- https://www.r-project.org
- https://bigdata.oden.utexas.edu/software/1035/
- http://glaros.dtc.umn.edu/gkhome/views/metis
- https://www.pcg-random.org/download.html
- https://gcc.gnu.org/projects/gomp/
- BigQuic results
- BigQuic.pdf
- Version1.1-13
- R version≥ 3.2.2 methods
- LicenseGPL (≥ 3)
- Licensefile LICENSE
- Needs compilation?Yes
- Last release11/19/2022
Team
Khalid B. Kunji
Cho-Jui Hsieh
Show author detailsRolesContributorMatyas A. Sustik
Show author detailsRolesContributorInderjit S. Dhillon
Show author detailsRolesContributorPradeep Ravikumar
Show author detailsRolesContributorTuo Zhao
Show author detailsRolesContributorXingguo Li
Show author detailsRolesContributorHan Liu
Show author detailsRolesContributorKathryn Roeder
Show author detailsRolesContributorJohn Lafferty
Show author detailsRolesContributorLarry Wasserman
Show author detailsRolesContributorGeorge Karypis
Show author detailsRolesContributorMelissa O'Neill
Show author detailsRolesContributorRichard Henderson
Show author detailsRolesContributor
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- Depends1 package
- Imports3 packages
- Linking To1 package