| Package | Description |
|---|---|
| dev.nm.stat.covariance.covarianceselection | |
| dev.nm.stat.covariance.covarianceselection.lasso |
| Constructor and Description |
|---|
CovarianceSelectionProblem(CovarianceSelectionProblem that)
Copy constructor.
|
| Modifier and Type | Method and Description |
|---|---|
CovarianceSelectionProblem |
CovarianceSelectionLASSO.problem()
Get the original covariance selection problem.
|
| 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.
|
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