| Name : R-gif
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp155.1.3
| Date : 2024-09-10 18:44:24
|
| Group : Development/Libraries/Other
| Source RPM : R-gif-0.1.1-lp155.1.3.src.rpm
|
| Size : 1.42 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Graphical Independence Filtering
|
Description :
Provides a method of recovering the precision matrix for Gaussian
graphical models efficiently. Our approach could be divided into three
categories. First of all, we use Hard Graphical Thresholding for best
subset selection problem of Gaussian graphical model, and the core
concept of this method was proposed by Luo et al. (2014)
< arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso
under acyclic graph structure is implemented in our package (Fattahi
and Sojoudi (2019) < https://jmlr.org/papers/v20/17-501.html>).
Furthermore, we implement block coordinate descent algorithm to
efficiently solve the covariance selection problem (Dempster (1972)
< doi:10.2307/2528966>). Our package is computationally efficient and
can solve ultra-high-dimensional problems, e.g. p > 10,000, in a few
minutes.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
