TraceAssist

Nonparametric Trace Regression via Sign Series Representation

Efficient method for fitting nonparametric matrix trace regression model. The detailed description can be found in C. Lee, L. Li, H. Zhang, and M. Wang (2021). Nonparametric Trace Regression via Sign Series Representation. . The method employs the aggregation of structured sign series for trace regression (ASSIST) algorithm.

TraceAssist

Software for Aggregation of Structured Sign Series for Trace (ASSIST) regression

Reference manual

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install.packages("TraceAssist")

0.1.0 by Chanwoo Lee, 5 years ago

https://arxiv.org/abs/2105.01783

Browse source code at https://github.com/cran/TraceAssist

Authors: Chanwoo Lee <chanwoo.lee@wisc.edu> , Lexin Li <lexinli@berkeley.edu> , Hao Helen Zhang <hzhang@math.arizona.edu> , Miaoyan Wang <miaoyan.wang@wisc.edu>

Documentation:   PDF Manual  

GPL (>= 2) license

Imports quadprog, Matrix, glmnet, keras

See at CRAN

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