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-4.7)gclm_0.0.1.9999.zip(r-4.6)gclm_0.0.1.9999.zip(r-4.5)
gclm_0.0.1.9999.tgz(r-4.6-x86_64)gclm_0.0.1.9999.tgz(r-4.6-arm64)gclm_0.0.1.9999.tgz(r-4.5-x86_64)gclm_0.0.1.9999.tgz(r-4.5-arm64)
gclm_0.0.1.9999.tar.gz(r-4.7-arm64)gclm_0.0.1.9999.tar.gz(r-4.7-x86_64)gclm_0.0.1.9999.tar.gz(r-4.6-arm64)gclm_0.0.1.9999.tar.gz(r-4.6-x86_64)
gclm_0.0.1.9999.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:d20bd5d07d. Checks:11 WARNING, 1 ERROR, 1 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | WARNING | 101 | ||
| linux-devel-x86_64 | WARNING | 113 | ||
| source / vignettes | ERROR | 170 | ||
| linux-release-arm64 | WARNING | 102 | ||
| linux-release-x86_64 | WARNING | 135 | ||
| macos-release-arm64 | WARNING | 123 | ||
| macos-release-x86_64 | WARNING | 206 | ||
| macos-oldrel-arm64 | WARNING | 217 | ||
| macos-oldrel-x86_64 | WARNING | 316 | ||
| windows-devel | WARNING | 96 | ||
| windows-release | WARNING | 197 | ||
| windows-oldrel | WARNING | 87 | ||
| wasm-release | OK | 84 |
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 |
