Package | Description |
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dev.nm.stat.covariance.covarianceselection | |
dev.nm.stat.covariance.covarianceselection.lasso |
Constructor and Description |
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CovarianceSelectionProblem(CovarianceSelectionProblem that)
Copy constructor.
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Modifier and Type | Method and Description |
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CovarianceSelectionProblem |
CovarianceSelectionLASSO.problem()
Get the original covariance selection problem.
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Constructor and Description |
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CovarianceSelectionGLASSOFAST(CovarianceSelectionProblem problem)
Solves the maximum likelihood problem for covariance selection.
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CovarianceSelectionLASSO(CovarianceSelectionProblem problem)
Estimate the covariance matrix directly by using LASSO.
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CovarianceSelectionLASSO(CovarianceSelectionProblem problem,
double epsilon)
Estimate the covariance matrix directly by using LASSO.
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