Package | Description |
---|---|
dev.nm.stat.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.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.