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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.

Versions across snapshots

VersionRepositoryFileSize
1.1-13 rolling linux/jammy R-4.5 BigQuic_1.1-13.tar.gz 362.0 KiB
1.1-13 rolling linux/noble R-4.5 BigQuic_1.1-13.tar.gz 366.1 KiB
1.1-13 rolling source/ R- BigQuic_1.1-13.tar.gz 167.8 KiB
1.1-13 latest linux/jammy R-4.5 BigQuic_1.1-13.tar.gz 362.0 KiB
1.1-13 latest linux/noble R-4.5 BigQuic_1.1-13.tar.gz 366.1 KiB
1.1-13 latest source/ R- BigQuic_1.1-13.tar.gz 167.8 KiB
1.1-13 2026-04-26 source/ R- BigQuic_1.1-13.tar.gz 167.8 KiB
1.1-13 2026-04-23 source/ R- BigQuic_1.1-13.tar.gz 167.8 KiB
1.1-13 2026-04-09 windows/windows R-4.5 BigQuic_1.1-13.zip 778.4 KiB
1.1-13 2025-04-20 source/ R- BigQuic_1.1-13.tar.gz 167.8 KiB

Dependencies (latest)

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