The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

gclm: Graphical Continuous Lyapunov Models

Estimation of covariance matrices as solutions of continuous time Lyapunov equations. Sparse coefficient matrix and diagonal noise are estimated with a proximal gradient method for an l1-penalized loss minimization problem. Varando G, Hansen NR (2020) <doi:10.48550/arXiv.2005.10483>.

Version: 0.0.1
Suggests: testthat
Published: 2020-06-04
Author: Gherardo Varando ORCID iD [aut, cre, cph], Niels Richard Hansen ORCID iD [aut]
Maintainer: Gherardo Varando <gherardo.varando at gmail.com>
BugReports: https://github.com/gherardovarando/gclm/issues
License: MIT + file LICENSE
URL: https://github.com/gherardovarando/gclm
NeedsCompilation: yes
Materials: README
CRAN checks: gclm results

Documentation:

Reference manual: gclm.pdf

Downloads:

Package source: gclm_0.0.1.tar.gz
Windows binaries: r-devel: gclm_0.0.1.zip, r-release: gclm_0.0.1.zip, r-oldrel: gclm_0.0.1.zip
macOS binaries: r-release (arm64): gclm_0.0.1.tgz, r-oldrel (arm64): gclm_0.0.1.tgz, r-release (x86_64): gclm_0.0.1.tgz, r-oldrel (x86_64): gclm_0.0.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=gclm 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.