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

MIXOR
 Referenced in 26 articles
[sw08990]
 solution, the Cholesky factor of the randomeffects variancecovariance matrix is estimated, along with...

MIXNO
 Referenced in 9 articles
[sw10546]
 solution, the Cholesky factor of the randomeffects variancecovariance 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 22 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 twoway 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 nonchordal graphs via chordal...

iNRPhysChem
 Referenced in 8 articles
[sw26878]
 form a family of ligandactivated transcription factors that regulate a wide variety of biological ... physicalchemical matrix via a series of autocovariance and crosscovariance transformations ... like, NR3estrogen like, NR4nerve growth factor IBlike, NR5fushi tarazuF1 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 higherorder 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 3rdorder 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 prefactored KKT matrices and a fixrelax 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 fourstate model to determine factors influencing diabetic retinopathy in young subjects with...

cdd
 Referenced in 112 articles
[sw00114]
 The program cdd+ (cdd, respectively) is a C...

CGAL
 Referenced in 367 articles
[sw00118]
 The goal of the CGAL Open Source Project...

CoCoA
 Referenced in 637 articles
[sw00143]
 CoCoA is a system for Computations in Commutative...

COLAMD
 Referenced in 29 articles
[sw00145]
 Two codes are discussed, COLAMD and SYMAMD, that...