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.

Version: 2.1
Depends: R (≥ 2.10.1), QUIC
Published: 2017-01-05
Author: Adam J. Rothman
Maintainer: Adam J. Rothman <arothman at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: MRCE results


Reference manual: MRCE.pdf
Package source: MRCE_2.1.tar.gz
Windows binaries: r-prerelease:, r-release:, r-oldrel:
macOS binaries: r-prerelease: MRCE_2.1.tgz, r-release: MRCE_2.1.tgz, r-oldrel: MRCE_2.1.tgz
Old sources: MRCE archive

Reverse dependencies:

Reverse imports: MTGS
Reverse enhances: joinet


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