Other packages > Find by keyword >

MRCE  

Multivariate Regression with Covariance Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MRCE", "2.4")



Attach the package and use:
library("MRCE")
Maintained by
Adam J. Rothman
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-01-08
Latest Update: 2022-01-04
Description:
Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) . 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.
How to cite:
Adam J. Rothman (2012). MRCE: Multivariate Regression with Covariance Estimation. R package version 2.4, https://cran.r-project.org/web/packages/MRCE. Accessed 23 Sep. 2026.
Previous versions and publish date:
1.0 (2012-01-08 03:06), 2.0 (2013-06-11 00:36), 2.1 (2017-01-05 10:39), (2026-07-09 08:09)
Other packages that cited MRCE R package
View MRCE citation profile
Other R packages that MRCE depends, imports, suggests or enhances
Complete documentation for MRCE
Functions, R codes and Examples using the MRCE R package
Some associated functions: MRCE-package . mrce . stock04 . 
Some associated R codes: compute.fixed.R . compute.mrce.R . mrce.R . mrce.cv.R . rblasso.R .  Full MRCE package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ADDT  
Analysis of Accelerated Destructive Degradation Test Data
Accelerated destructive degradation tests (ADDT) are often used to collect necessary data for assess ...
Download / Learn more Package Citations See dependency  
gghighlight  
Highlight Lines and Points in 'ggplot2'
Make it easier to explore data with highlights. ...
Download / Learn more Package Citations See dependency  
docreview  
Opinionated Documentation Checking
High quality documentation can make for a great experience for your users. You can use 'docreview' t ...
Download / Learn more Package Citations See dependency  
diffr  
Display Differences Between Two Files using Codediff Library
An R interface to the 'codediff' JavaScript library (a copy of which is included in the package, se ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
umap  
Uniform Manifold Approximation and Projection
Uniform manifold approximation and projection is a technique for dimension reduction. The algorithm ...
Download / Learn more Package Citations See dependency  

28,720

R Packages

247,686

Dependencies

75,677

Author Associations

28,721

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA