| Name : R-rDecode
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:12:14
|
| Group : Development/Libraries/Other
| Source RPM : R-rDecode-0.1.0-lp153.2.13.src.rpm
|
| Size : 0.63 MB
| |
| Packager : (none)
| |
| Summary : Descent-Based Calibrated Optimal Direct Estimation
|
Description :
Algorithms for solving a self-calibrated l1-regularized quadratic
programming problem without parameter tuning. The algorithm, called
DECODE, can handle high-dimensional data without cross-validation. It
is found useful in high dimensional portfolio selection (see Pun (2018)
< https://ssrn.com/abstract=3179569>) and large precision matrix
estimation and sparse linear discriminant analysis (see Pun and
Hadimaja (2019) < https://ssrn.com/abstract=3422590>).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
