
glasso
 Referenced in 510 articles
[sw07432]
 inverse of the estimated covariance, and occasionally it fails to converge with warm starts ... target of estimation is Σ, the covariance matrix, rather than the precision matrix...

gss
 Referenced in 317 articles
[sw06099]
 estimation with censored life time data and covariates. The unifying themes are the general penalized...

UTV
 Referenced in 272 articles
[sw05213]
 interferencetype problems with a rankdeficient covariance matrix, and we provide a robust...

CMAES
 Referenced in 124 articles
[sw05063]
 stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivativefree methods ... this distribution are represented by a covariance matrix. The covariance matrix adaptation ... method to update the covariance matrix of this distribution. This is particularly useful ... conditioned. Adaptation of the covariance matrix amounts to learning a second order model...

spatstat
 Referenced in 143 articles
[sw04429]
 Point Patterns, including multitype/marked points and spatial covariates, in any twodimensional spatial region. Also ... Models may include dependence on covariates, interpoint interaction, cluster formation and dependence on marks. Fitted...

FRK
 Referenced in 119 articles
[sw19172]
 decomposes the field, and hence the covariance function, using a fixed set of n basis ... method naturally allows for nonstationary, anisotropic covariance functions and the use of observations with...

covTest
 Referenced in 85 articles
[sw19129]
 package covTest: Computes covariance test for adaptive linear modelling. This package computes covariance test ... lasso.Compute the covariance test significance testing in adaptive linear modelling. Can be used with LARS...

invGauss
 Referenced in 133 articles
[sw11207]
 with a Gaussian distribution. The model allows covariates to influence starting values of the Wiener...

ROBPCA
 Referenced in 77 articles
[sw11592]
 Classical PCA is based on the empirical covariance matrix of the data and hence ... robust scatter matrix such as the minimum covariance determinant or an Sestimator...

MIXED
 Referenced in 76 articles
[sw06480]
 effects and through the specification of a covariance structure. PROC MIXED provides a useful covariance...

fields
 Referenced in 58 articles
[sw08187]
 thin plate splines, Kriging and compact covariances for large data sets. The splines and Kriging ... likelihood. A major feature is that any covariance function implemented in R and following ... MLEs for the Matern family of covariances. There are also many useful functions for plotting...

HdBCS
 Referenced in 81 articles
[sw29884]
 HdBCS  Highdimensional Bayesian Covariance Selection. This site provides C++ code software implementing...

spcov
 Referenced in 50 articles
[sw12271]
 spcov: Sparse Estimation of a Covariance Matrix. Provides a covariance estimator for multivariate normal data ... Tibshirani, R. (2011), ”Sparse Estimation of a Covariance Matrix,” Biometrika...

INLA
 Referenced in 48 articles
[sw07535]
 local interaction in these by considering constructed covariates. This enables us to use integrated nested ... examples, a large rainforest data set with covariates and a point pattern with multiple marks...

RICPAC
 Referenced in 65 articles
[sw15253]
 even in cases where all cost or covariance matrices are singular or illconditioned with...

GPML
 Referenced in 45 articles
[sw12890]
 prediction. GPs are specified by mean and covariance functions; we offer a library of simple ... mean and covariance functions and mechanisms to compose more complex ones. Several likelihood functions...

msm
 Referenced in 57 articles
[sw08096]
 process can be modelled in terms of covariates, which may be constant or piecewiseconstant...

QUIC
 Referenced in 34 articles
[sw11795]
 QUIC: quadratic approximation for sparse inverse covariance estimation. The ℓ 1 regularized Gaussian maximum likelihood ... statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure...

CFTs4D
 Referenced in 32 articles
[sw23882]
 unification of two independent approaches, the covariant (embedding) formalism and the noncovariant (conformal frame...

corpor
 Referenced in 24 articles
[sw09381]
 corpcor: Efficient Estimation of Covariance and (Partial) Correlation. This package implements a JamesSteintype ... shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details ... returns a positive definite and wellconditioned covariance matrix. In addition to inferring the covariance ... partial variances. The inverse of the covariance and correlation matrix can be efficiently computed...