Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) <doi:10.1198/jcgs.2010.09188>. This estimator fits the multiple output linear regression model with a sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient matrix.
| Version: | 2.4 |
| Depends: | R (≥ 2.10.1), glasso |
| Published: | 2022-01-04 |
| DOI: | 10.32614/CRAN.package.MRCE |
| Author: | Adam J. Rothman |
| Maintainer: | Adam J. Rothman <arothman at umn.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | MRCE results |
| Reference manual: | MRCE.pdf |
| Package source: | MRCE_2.4.tar.gz |
| Windows binaries: | r-devel: MRCE_2.4.zip, r-release: MRCE_2.4.zip, r-oldrel: MRCE_2.4.zip |
| macOS binaries: | r-devel (arm64): MRCE_2.4.tgz, r-release (arm64): MRCE_2.4.tgz, r-oldrel (arm64): MRCE_2.4.tgz, r-devel (x86_64): MRCE_2.4.tgz, r-release (x86_64): MRCE_2.4.tgz, r-oldrel (x86_64): MRCE_2.4.tgz |
| Old sources: | MRCE archive |
| Reverse suggests: | joinet |
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