Package: bigmatrix
Type: Package
Title: Tuning Insensitive Graph Estimation and Regression
Version: 0.9.2
Date: 2012-08-06
Author: Xingguo Li, 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: 2012-08-06 18:25:13 UTC; admin-118
Date/Publication: 2012-08-06 18:42:01

Package: bigmatrix
Type: Package
Title: Tuning Insensitive Graph Estimation and Regression
Version: 0.9.3
Date: 2012-08-07
Author: Xingguo Li, 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: 2012-08-08 03:45:52 UTC; leo
Date/Publication: 2012-08-13 07:48:18

Package: bigmatrix
Type: Package
Title: Tuning Insensitive Graph Estimation and Regression
Version: 0.9.4
Date: 2012-08-21
Author: Xingguo Li, 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" targets at high dimensional
precision matrix estimation problem. We adopt two estimation
procedures based column by column scheme: (1) Tuning
Insensitive Graph Estimation and Regression (TIGER). (2) The
Constrained L1 minimization for sparse precision Matrix
Estimation (CLIME). Both TIGER and CLIME have better
performance than graphical lasso in parameter estimation under
the spectral norm. Moreover, TIGER is less sensitive to tuning
parameter than graphical lasso. The algorithm is implemented
based on Alternative Direction Method combined with coordinate
descent, which scales up to large problems. The computation is
memory-optimized using the sparse matrix output.
License: GPL-2
Repository: CRAN
Packaged: 2012-08-21 20:05:18 UTC; admin-118
Date/Publication: 2012-08-22 05:48:22