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BigQuic  

Big Quadratic Inverse Covariance Estimation
View on CRAN: Click here


Download and install BigQuic package within the R console
Install from CRAN:
install.packages("BigQuic")

Install from Github:
library("remotes")
install_github("cran/BigQuic")

Install by package version:
library("remotes")
install_version("BigQuic", "1.1-13")



Attach the package and use:
library("BigQuic")
Maintained by
Khalid B. Kunji
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-05-02
Latest Update: 2022-11-19
Description:
Use Newton's method, coordinate descent, and METIS clustering to solve the L1 regularized Gaussian MLE inverse covariance matrix estimation problem.
How to cite:
Khalid B. Kunji (2016). BigQuic: Big Quadratic Inverse Covariance Estimation. R package version 1.1-13, https://cran.r-project.org/web/packages/BigQuic. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.1-5 (2016-05-02 17:28), 1.1-7 (2017-02-02 13:45), 1.1-8 (2018-04-28 13:56), 1.1-9.1 (2021-03-01 08:10), 1.1-9 (2020-05-15 07:50), 1.1-10 (2022-01-11 11:02), 1.1-11 (2022-03-04 16:30)
Other packages that cited BigQuic R package
View BigQuic citation profile
Other R packages that BigQuic depends, imports, suggests or enhances
Complete documentation for BigQuic
Functions, R codes and Examples using the BigQuic R package
Some associated functions: BigQuic-package . BigQuic.select . BigQuicHelper . BigQuic_object-class . BigQuic_object_builder . generate_sample . plot.BigQuic_object . 
Some associated R codes: BigQuic.R . BigQuic.select.R . RcppExports.R .  Full BigQuic package functions and examples
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