Uses of Class
com.numericalmethod.suanshu.stats.covariance.covarianceselection.CovarianceSelectionProblem

Packages that use CovarianceSelectionProblem

Package	Description
com.numericalmethod.suanshu.stats.covariance.covarianceselection
com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso

Uses of CovarianceSelectionProblem in com.numericalmethod.suanshu.stats.covariance.covarianceselection

Constructors in com.numericalmethod.suanshu.stats.covariance.covarianceselection with parameters of type CovarianceSelectionProblem

Constructor and Description
CovarianceSelectionProblem(CovarianceSelectionProblem that) Copy constructor.

Uses of CovarianceSelectionProblem in com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso

Methods in com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso that return CovarianceSelectionProblem

Modifier and Type	Method and Description
CovarianceSelectionProblem	CovarianceSelectionLASSO.problem() Get the original covariance selection problem.

Constructors in com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso with parameters of type CovarianceSelectionProblem

Constructor and Description
CovarianceSelectionGLASSOFAST(CovarianceSelectionProblem problem) Solves the maximum likelihood problem for covariance selection.
CovarianceSelectionLASSO(CovarianceSelectionProblem problem) Estimate the covariance matrix directly by using LASSO.
CovarianceSelectionLASSO(CovarianceSelectionProblem problem, double epsilon) Estimate the covariance matrix directly by using LASSO.