Uses of Class
dev.nm.stat.covariance.covarianceselection.CovarianceSelectionProblem
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Packages that use CovarianceSelectionProblem Package Description dev.nm.stat.covariance.covarianceselection dev.nm.stat.covariance.covarianceselection.lasso -
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Uses of CovarianceSelectionProblem in dev.nm.stat.covariance.covarianceselection
Constructors in dev.nm.stat.covariance.covarianceselection with parameters of type CovarianceSelectionProblem Constructor Description CovarianceSelectionProblem(CovarianceSelectionProblem that)
Copy constructor. -
Uses of CovarianceSelectionProblem in dev.nm.stat.covariance.covarianceselection.lasso
Methods in dev.nm.stat.covariance.covarianceselection.lasso that return CovarianceSelectionProblem Modifier and Type Method Description CovarianceSelectionProblem
CovarianceSelectionLASSO. problem()
Get the original covariance selection problem.Constructors in dev.nm.stat.covariance.covarianceselection.lasso with parameters of type CovarianceSelectionProblem Constructor 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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