Name | Description | Type | Package | Framework |
CovarianceSelectionGLASSOFAST | GLASSOFAST is the Graphical LASSO algorithm to solve the covariance selection problem. | Class | com.numericalmethod.suanshu.model.covarianceselection.lasso | SuanShu |
CovarianceSelectionLASSO | The LASSO approach of covariance selection. | Class | com.numericalmethod.suanshu.model.covarianceselection.lasso | SuanShu |
CovarianceSelectionProblem | This class defines the covariance selection problem outlined in d'Aspremont (2008). | Class | com.numericalmethod.suanshu.model.covarianceselection | SuanShu |
CovarianceSelectionSolver | Get the estimated Covariance matrix of the selection problem. | Interface | com.numericalmethod.suanshu.model.covarianceselection | SuanShu |