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) <arXiv:2005.10483>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0.1 |
rolling source/ R- | gclm_0.0.1.tar.gz |
11.7 KiB |
0.0.1 |
rolling linux/jammy R-4.5 | gclm_0.0.1.tar.gz |
36.3 KiB |
0.0.1 |
latest source/ R- | gclm_0.0.1.tar.gz |
11.7 KiB |
0.0.1 |
latest linux/jammy R-4.5 | gclm_0.0.1.tar.gz |
36.3 KiB |
0.0.1 |
2026-04-23 source/ R- | gclm_0.0.1.tar.gz |
11.7 KiB |
0.0.1 |
2026-04-09 windows/windows R-4.5 | gclm_0.0.1.zip |
42.2 KiB |
0.0.1 |
2025-04-20 source/ R- | gclm_0.0.1.tar.gz |
11.7 KiB |