Uses of Class
dev.nm.stat.covariance.covarianceselection.CovarianceSelectionProblem

Packages that use CovarianceSelectionProblem

Package	Description
dev.nm.stat.covariance.covarianceselection
dev.nm.stat.covariance.covarianceselection.lasso

Uses of CovarianceSelectionProblem in dev.nm.stat.covariance.covarianceselection

Constructors in dev.nm.stat.covariance.covarianceselection with parameters of type CovarianceSelectionProblem

Constructor and Description
CovarianceSelectionProblem(CovarianceSelectionProblem that) Copy constructor.

Uses of CovarianceSelectionProblem in dev.nm.stat.covariance.covarianceselection.lasso

Methods in dev.nm.stat.covariance.covarianceselection.lasso that return CovarianceSelectionProblem

Modifier and Type	Method and Description
CovarianceSelectionProblem	CovarianceSelectionLASSO.problem() Get the original covariance selection problem.

Constructors in dev.nm.stat.covariance.covarianceselection.lasso with parameters of type CovarianceSelectionProblem

Constructor and Description
CovarianceSelectionGLASSOFAST(CovarianceSelectionProblem problem) Solves the maximum likelihood problem for covariance selection.
CovarianceSelectionLASSO(CovarianceSelectionProblem problem) Estimate the covariance matrix directly by using LASSO.
CovarianceSelectionLASSO(CovarianceSelectionProblem problem, double epsilon) Estimate the covariance matrix directly by using LASSO.