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
| Version | Repository | File | Size |
|---|---|---|---|
1.1-13 |
2026-04-09 windows/windows R-4.5 | BigQuic_1.1-13.zip |
778.4 KiB |