Package: gclm 0.0.1

Gherardo Varando

gclm: Graphical Continuous Lyapunov Models

Estimation of covariance matrices as solutions of continuous time Lyapunov equations. Sparse coefficient matrix and diagonal noise are estimated with a proximal gradient method for an l1-penalized loss minimization problem. Varando G, Hansen NR (2020) <arxiv:2005.10483>.

Authors:Gherardo Varando [aut, cre, cph], Niels Richard Hansen [aut]

gclm_0.0.1.tar.gz
gclm_0.0.1.zip(r-4.7-x86_64)gclm_0.0.1.zip(r-4.7-arm64)gclm_0.0.1.zip(r-4.6-x86_64)gclm_0.0.1.zip(r-4.6-arm64)gclm_0.0.1.zip(r-4.5-x86_64)
gclm_0.0.1.tgz(r-4.6-x86_64)gclm_0.0.1.tgz(r-4.6-arm64)gclm_0.0.1.tgz(r-4.5-x86_64)gclm_0.0.1.tgz(r-4.5-arm64)
gclm_0.0.1.tar.gz(r-4.7-arm64)gclm_0.0.1.tar.gz(r-4.7-x86_64)gclm_0.0.1.tar.gz(r-4.6-arm64)gclm_0.0.1.tar.gz(r-4.6-x86_64)
gclm_0.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
gclm/json (API)

# Install 'gclm' in R:
install.packages('gclm', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/gherardovarando/gclm/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

archivedpackagesr-universeopenblas

2.40 score 5 stars 7 scripts 274 downloads 5 exports 0 dependencies

Last updated from:8a2d044bbf (on package/gclm). Checks:12 NOTE, 2 OK, 1 WARNING. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE74
linux-devel-x86_64NOTE120
source / vignettesOK147
linux-release-arm64NOTE67
linux-release-x86_64NOTE96
macos-release-arm64NOTE107
macos-release-x86_64NOTE218
macos-oldrel-arm64NOTE114
macos-oldrel-x86_64NOTE240
windows-devel-arm64NOTE190
windows-devel-x86_64NOTE109
windows-release-arm64WARNING187
windows-release-x86_64NOTE71
windows-oldrel-x86_64NOTE87
wasm-releaseOK75

Exports:B0clyapgclmgclm.lowertrigclm.path

Dependencies: