The flare package for high dimensional linear regression and precision matrix estimation in R

Keyphrases

• Precision Matrix Estimation 100%
• Regression Matrix 100%
• Linear Accuracy 100%
• Least Absolute Shrinkage and Selection Operator (LASSO) 100%
• High-dimensional Linear Regression 100%
• Large-scale Problems 50%
• Tiger 50%
• Regression Method 50%
• Clime 50%
• Sparse Precision Matrix Estimation 50%
• Flexibility Assessment 50%
• User-friendly Interface 50%
• Dantzig Selector 50%
• Non-smooth Loss Function 50%
• High-dimensional Regression 50%
• LAD-LASSO 50%
• Double Precision 50%
• Gain Modeling 50%
• Tuning Insensitiveness 50%
• Alternating Direction Method of multipliers 50%
• Memory Usage 50%
• Sparse Matrix 50%

Mathematics

• Matrix (Mathematics) 100%
• Linear Regression Analysis 100%
• Least Absolute Shrinkage and Selection Operator 100%
• Loss Function 33%
• Alternating Direction Method of Multipliers 33%
• Sparse Matrix 33%
• Double Precision 33%

Computer Science

• Precision Matrix 100%
• Regression Method 50%
• Alternating Direction Method of Multipliers 50%
• Double Precision 50%