Simultaneous Estimation of the Regression Coefficients and Precision Matrix

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Documentation for package ‘MCLIME’ version 1.1

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cv.m.clime k-fold cross validation for m.clime object
dantzig solve for the regression coefficients
m.clime simultaneously solve for the regression coefficients estimates and the precision matrix estimates for multivariate regression models.
make.pd solve for the regression coefficients
print.cv.m.clime print a cv.m.clime object
print.dantzig print a dantzig object
print.m.clime print a m.clime object