MRCE
Multivariate Regression with Covariance Estimation
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.4 |
rolling linux/jammy R-4.5 | MRCE_2.4.tar.gz |
42.8 KiB |
2.4 |
rolling linux/noble R-4.5 | MRCE_2.4.tar.gz |
42.7 KiB |
2.4 |
rolling source/ R- | MRCE_2.4.tar.gz |
12.9 KiB |
2.4 |
latest linux/jammy R-4.5 | MRCE_2.4.tar.gz |
42.8 KiB |
2.4 |
latest linux/noble R-4.5 | MRCE_2.4.tar.gz |
42.7 KiB |
2.4 |
latest source/ R- | MRCE_2.4.tar.gz |
12.9 KiB |
2.4 |
2026-04-26 source/ R- | MRCE_2.4.tar.gz |
12.9 KiB |
2.4 |
2026-04-23 source/ R- | MRCE_2.4.tar.gz |
12.9 KiB |
2.4 |
2026-04-09 windows/windows R-4.5 | MRCE_2.4.zip |
49.6 KiB |
2.4 |
2025-04-20 source/ R- | MRCE_2.4.tar.gz |
12.9 KiB |