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cfwp
rags2ridges:Ridge Estimation of Precision Matrices from High-Dimensional Data
Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details, see Peeters, Bilgrau, & van Wieringen (2022) <doi:10.18637/jss.v102.i04> and associated publications.
Maintained by Carel F.W. Peeters. Last updated 1 years ago.
c-plus-plusgraphical-modelsmachine-learningnetworksciencestatisticsopenblascpp
8 stars 5.60 score 46 scripts
wan-z
BET:Binary Expansion Testing
Nonparametric detection of nonuniformity and dependence with Binary Expansion Testing (BET). See Kai Zhang (2019) BET on Independence, Journal of the American Statistical Association, 114:528, 1620-1637, <DOI:10.1080/01621459.2018.1537921>, Kai Zhang, Wan Zhang, Zhigen Zhao, Wen Zhou. (2023). BEAUTY Powered BEAST, <doi:10.48550/arXiv.2103.00674> and Wan Zhang, Zhigen Zhao, Michael Baiocchi, Yao Li, Kai Zhang. (2023) SorBET: A Fast and Powerful Algorithm to Test Dependence of Variables, Techinical report.
Maintained by Wan Zhang. Last updated 7 months ago.
2.00 score 9 scripts