• glasso

  • Referenced in 457 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 293 articles [sw06099]
  • estimation with censored life time data and covariates. The unifying themes are the general penalized...
  • UTV

  • Referenced in 263 articles [sw05213]
  • interference-type problems with a rank-deficient covariance matrix, and we provide a robust...
  • CMA-ES

  • Referenced in 121 articles [sw05063]
  • stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative-free 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 142 articles [sw04429]
  • Point Patterns, including multitype/marked points and spatial covariates, in any two-dimensional 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 non-stationary, 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 132 articles [sw11207]
  • with a Gaussian distribution. The model allows covariates to influence starting values of the Wiener...
  • ROBPCA

  • Referenced in 76 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 S-estimator...
  • MIXED

  • Referenced in 75 articles [sw06480]
  • effects and through the specification of a covariance structure. PROC MIXED provides a useful covariance...
  • fields

  • Referenced in 56 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 - High-dimensional 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 47 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 ill-conditioned with...
  • GPML

  • Referenced in 44 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 53 articles [sw08096]
  • process can be modelled in terms of covariates, which may be constant or piecewise-constant...
  • 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 non-covariant (conformal frame...
  • corpor

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