| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.covariance.covarianceselection.lasso |
| Modifier and Type | Class and Description |
|---|---|
class |
CovarianceSelectionGLASSOFAST
GLASSOFAST is the Graphical LASSO algorithm to solve the covariance selection
problem.
|
class |
CovarianceSelectionLASSO
The LASSO approach of covariance selection.
|
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