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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 03 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
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