Package: gclm 0.0.1.9999
gclm: Graphical Continuous Lyapunov Models
Estimation of covariance matrices as solutions of continuous time Lyapunov equations. Sparse coefficient matrix and diagonal noise are estimated with a proximal gradient method for an l1-penalized loss minimization problem. Varando G, Hansen NR (2020) <arxiv:2005.10483>.
Authors:
gclm_0.0.1.9999.tar.gz
gclm_0.0.1.9999.zip(r-4.5)gclm_0.0.1.9999.zip(r-4.4)gclm_0.0.1.9999.zip(r-4.3)
gclm_0.0.1.9999.tgz(r-4.4-x86_64)gclm_0.0.1.9999.tgz(r-4.4-arm64)gclm_0.0.1.9999.tgz(r-4.3-x86_64)gclm_0.0.1.9999.tgz(r-4.3-arm64)
gclm_0.0.1.9999.tar.gz(r-4.5-noble)gclm_0.0.1.9999.tar.gz(r-4.4-noble)
gclm_0.0.1.9999.tgz(r-4.4-emscripten)gclm_0.0.1.9999.tgz(r-4.3-emscripten)
gclm.pdf |gclm.html✨
gclm/json (API)
| # Install 'gclm' in R: |
| install.packages('gclm', repos = c('https://gherardovarando.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gherardovarando/gclm/issues
Last updated 1 years agofrom:d20bd5d07d. Checks:ERROR: 1 WARNING: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | FAIL | Sep 03 2024 |
| R-4.5-win-x86_64 | WARNING | Sep 03 2024 |
| R-4.5-linux-x86_64 | WARNING | Sep 03 2024 |
| R-4.4-win-x86_64 | WARNING | Sep 03 2024 |
| R-4.4-mac-x86_64 | WARNING | Sep 03 2024 |
| R-4.4-mac-aarch64 | WARNING | Sep 03 2024 |
| R-4.3-win-x86_64 | WARNING | Sep 03 2024 |
| R-4.3-mac-x86_64 | WARNING | Sep 03 2024 |
| R-4.3-mac-aarch64 | WARNING | Sep 03 2024 |
Exports:B0clyapgclmgclm.lowertrigclm.path
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Generate a naive stable matrix | B0 |
| Solve continuous-time Lyapunov equations | clyap |
| l1 penalized loss estimation for GCLM | gclm gclm.path |
| Recover lower triangular GCLM | gclm.lowertri |
