SCM

Structured Regularization of cGGM: Project Home – R-Forge

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SPRING is a regularized method for multivariate linear regression with unknwon covariance which performs selection on direct links between predictors and responses. The selection is driven by prior structural information.

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Registered: 2014-03-25 09:00
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge