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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.

Version: 1.1-13
Depends: R (≥ 3.2.2), methods
Imports: Rcpp (≥ 0.12.1), Matrix, scalreg
LinkingTo: Rcpp
Published: 2022-11-19
DOI: 10.32614/CRAN.package.BigQuic
Author: Khalid B. Kunji [aut, cre], Cho-Jui Hsieh [ctb], Matyas A. Sustik [ctb], Inderjit S. Dhillon [ctb], Pradeep Ravikumar [ctb], Tuo Zhao [ctb], Xingguo Li [ctb], Han Liu [ctb], Kathryn Roeder [ctb], John Lafferty [ctb], Larry Wasserman [ctb], George Karypis [ctb], Melissa O'Neill [ctb], Richard Henderson [ctb]
Maintainer: Khalid B. Kunji <kkunji at hbku.edu.qa>
License: GPL (≥ 3) | file LICENSE
Copyright: The included METIS library is Copyright 1997, Regents of the University of Minnesota
BigQuic copyright details
URL: 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/
NeedsCompilation: yes
CRAN checks: BigQuic results

Documentation:

Reference manual: BigQuic.pdf

Downloads:

Package source: BigQuic_1.1-13.tar.gz
Windows binaries: r-devel: BigQuic_1.1-13.zip, r-release: BigQuic_1.1-13.zip, r-oldrel: BigQuic_1.1-13.zip
macOS binaries: r-release (arm64): BigQuic_1.1-13.tgz, r-oldrel (arm64): BigQuic_1.1-13.tgz, r-release (x86_64): BigQuic_1.1-13.tgz, r-oldrel (x86_64): BigQuic_1.1-13.tgz
Old sources: BigQuic archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BigQuic to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.