Package: MRCE
Type: Package
Title: Multivariate Regression with Covariance Estimation
Version: 2.1
Date: 2017-01-04
Author: Adam J. Rothman
Maintainer: Adam J. Rothman <arothman@umn.edu>
Depends: R (>= 2.10.1), QUIC
Description: Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) <doi:10.1198/jcgs.2010.09188>.  This estimator fits the multiple output linear regression model with a sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient matrix.
License: GPL-2
NeedsCompilation: yes
Packaged: 2017-01-04 16:45:21 UTC; arothman
Repository: CRAN
Date/Publication: 2017-01-05 10:39:24
