rDecode

Descent-Based Calibrated Optimal Direct Estimation

CRAN Package

Algorithms for solving a self-calibrated l1-regularized quadratic programming problem without parameter tuning. The algorithm, called DECODE, can handle high-dimensional data without cross-validation. It is found useful in high dimensional portfolio selection (see Pun (2018) https://ssrn.com/abstract=3179569) and large precision matrix estimation and sparse linear discriminant analysis (see Pun and Hadimaja (2019) https://ssrn.com/abstract=3422590).

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release12/18/2019

Team


Insights

Last 30 days

This package has been downloaded 105 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.

Sun
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0 downloadsMar 2, 2025
5 downloadsMar 3, 2025
9 downloadsMar 4, 2025
3 downloadsMar 5, 2025
4 downloadsMar 6, 2025
5 downloadsMar 7, 2025
0 downloadsMar 8, 2025
2 downloadsMar 9, 2025
2 downloadsMar 10, 2025
6 downloadsMar 11, 2025
3 downloadsMar 12, 2025
5 downloadsMar 13, 2025
2 downloadsMar 14, 2025
3 downloadsMar 15, 2025
2 downloadsMar 16, 2025
0 downloadsMar 17, 2025
5 downloadsMar 18, 2025
1 downloadsMar 19, 2025
7 downloadsMar 20, 2025
6 downloadsMar 21, 2025
5 downloadsMar 22, 2025
2 downloadsMar 23, 2025
5 downloadsMar 24, 2025
3 downloadsMar 25, 2025
3 downloadsMar 26, 2025
2 downloadsMar 27, 2025
2 downloadsMar 28, 2025
6 downloadsMar 29, 2025
2 downloadsMar 30, 2025
1 downloadsMar 31, 2025
4 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
0
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,346 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 21 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries