Package: bigmatrix
Type: Package
Title: Tuning Insensitive Graph Estimation and Regression
Version: 0.9.1
Date: 2012-07-28
Author: Xingguo, Tuo Zhao, Lie Wang and Han Liu
Maintainer: Xingguo LI <xingguo.leo@gmail.com>
Depends: R (>= 2.14), glmnet, lattice, igraph, MASS, Matrix
Description: The package "bigmatrix" solves for the precision matrix
        estimations with two different methods. The first is the tuning
        insensitive graph estimation and regression implemented with
        scaled Lasso. Another method is by estimating at a grid of
        values for the constrained lambda and the augmented Lagrangian
        multiplier rho based on constrained L1 minimization for sparse
        precision matrix estimation, which guarantees positive definite
        output by projected augmented Lagrangian method and further
        accelerates the algorithm via coordinate descent and active set
        methods.
License: GPL-2
Repository: CRAN
Packaged: 2012-07-28 21:14:28 UTC; admin-118
Date/Publication: 2012-07-29 06:21:29
