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 CovarianceSelectionProblemCovarianceSelectionLASSO. 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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