• DSPCA

  • Referenced in 35 articles [sw04804]
  • decomposition of a covariance matrix into sparse factors, and has wide applications ranging from biology...
  • MIXOR

  • Referenced in 23 articles [sw08990]
  • solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated, along with...
  • MIXNO

  • Referenced in 9 articles [sw10546]
  • solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated along with...
  • TFACTOR

  • Referenced in 1 article [sw12067]
  • data, a correlation matrix, a covariance matrix, a factor pattern, or a matrix of scoring ... coefficients. The procedure can factor either the correlation or covariance matrix, and you can save...
  • FinCovRegularization

  • Referenced in 1 article [sw14857]
  • matrix estimation, three major types of factor models are included: macroeconomic factor model, fundamental factor ... model and statistical factor model. For covariance matrix regularization, four regularized estimators are included: banding...
  • PARAFAC

  • Referenced in 20 articles [sw14789]
  • model is fully identified; the orientation of factors is uniquely determined by minimizing residual error ... covariance matrices computed from the observations, with each matrix corresponding to a two-way subset ... Even more generally, one can simultaneously analyze covariance matrices computed from different samples, perhaps corresponding ... hands during various tasks. The factors found appear to correspond to the causal influences manipulated...
  • Matrix eQTL

  • Referenced in 5 articles [sw20450]
  • normal tissues and to search for genetic factors in complex diseases such as cancer, diabetes ... eQTL analysis via linear models, called Matrix eQTL. Matrix eQTL can model and test ... models can include covariates to account for such factors as population structure, gender, and clinical ... errors. In our experiment on large datasets Matrix eQTL was thousands of times faster than...
  • FarmTest

  • Referenced in 5 articles [sw31555]
  • presence of known and unknown latent factors. It implements a series of adaptive Huber methods ... that compute adaptive Huber mean and covariance matrix estimators that are of independent interest...
  • CHOMPACK

  • Referenced in 12 articles [sw04593]
  • matrix computations with chordal sparsity patterns. It includes routines for Cholesky factorization and maximum determinant ... implementations of the algorithms in the paper Covariance selection for non-chordal graphs via chordal...
  • iNR-PhysChem

  • Referenced in 8 articles [sw26878]
  • form a family of ligand-activated transcription factors that regulate a wide variety of biological ... physical-chemical matrix via a series of auto-covariance and cross-covariance transformations ... like, NR3--estrogen like, NR4--nerve growth factor IB-like, NR5--fushi tarazu-F1 like...
  • QV Calculator

  • Referenced in 2 articles [sw26360]
  • constraints typically mean that the full covariance matrix cannot routinely be reported. In the important ... with the discrete levels of an experimental factor or with a categorical classifying variable ... user either supplies the covariance matrix for the effect parameters of interest, or, if using...
  • SupCP

  • Referenced in 1 article [sw24588]
  • PARAFAC/CANDECOMP (CP) factorization for multiway (i.e., tensor) data that incorporates auxiliary covariates, {it SupCP}. SupCP ... observations that have the form of a matrix or higher-order array. Such data ... factorization, in which the latent variables are informed by additional covariates. We give conditions...
  • sEparaTe

  • Referenced in 0 articles [sw15351]
  • matrix and 3rd-order tensor normal distributions with unstructured factor variance covariance matrices, two procedures...
  • sIPOPT

  • Referenced in 3 articles [sw06885]
  • source IPOPT NLP solver and reuses matrix factorizations from the solver, so that sensitivities ... state estimation. These are enabled by pre-factored KKT matrices and a fix-relax strategy ... these are particularly effective to approximate covariance matrices in parameter and state estimation problems...
  • VCA

  • Referenced in 1 article [sw16077]
  • implemented (SWEEP and quadratic forms). The covariance matrix of variance components can be derived, which ... specific values of covariables and with custom weighting schemes for factor variables...
  • MARKOV

  • Referenced in 1 article [sw22809]
  • standard error of the estimates, the matrix of the correlation of the estimates and minus ... state, for one or more combination of covariable values and simple tests about the parameters ... using a four-state model to determine factors influencing diabetic retinopathy in young subjects with...
  • cdd

  • Referenced in 110 articles [sw00114]
  • The program cdd+ (cdd, respectively) is a C...
  • CGAL

  • Referenced in 350 articles [sw00118]
  • The goal of the CGAL Open Source Project...
  • CoCoA

  • Referenced in 618 articles [sw00143]
  • CoCoA is a system for Computations in Commutative...
  • COLAMD

  • Referenced in 28 articles [sw00145]
  • Two codes are discussed, COLAMD and SYMAMD, that...