https://github.com/pnavaro/blockprecisionmatrix.jl

Julia program to estimate precision matrix
https://github.com/pnavaro/blockprecisionmatrix.jl

julia-language precision-matrix

Last synced: 21 days ago
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Julia program to estimate precision matrix

• Host: GitHub
• URL: https://github.com/pnavaro/blockprecisionmatrix.jl
• Owner: pnavaro
• License: mit
• Created: 2022-09-17T08:24:02.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2024-07-22T09:44:32.000Z (4 months ago)
• Last Synced: 2024-07-22T11:33:20.338Z (4 months ago)
• Topics: julia-language, precision-matrix
• Language: Julia
• Homepage: https://pnavaro.github.io/BlockPrecisionMatrix.jl/
• Size: 749 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# BlockPrecisionMatrix.jl

This computation is a nice exemple to test parallelization in Julia. In notebooks directory

you find different ways to parallelize the same process. I used `pmap`, `Distributed channel` and `threads`.

![CI](https://github.com/pnavaro/BlockPrecisionMatrix.jl/workflows/CI/badge.svg)

[![](https://img.shields.io/badge/docs-dev-blue.svg)](https://pnavaro.github.io/BlockPrecisionMatrix.jl/)

```bash

git clone https://github.com/pnavaro/BlockPrecisionMatrix.jl.git

cd BlockPrecisionMatrix

julia --project

```

# Some linked packages 

- [SparseRegression.jl](https://github.com/joshday/SparseRegression.jl)

- [Lasso.jl](https://github.com/JuliaStats/Lasso.jl)

- [QuantileRegression.jl](https://github.com/pkofod/QuantileRegression.jl)

- [CovarianceEstimation.jl](https://github.com/mateuszbaran/CovarianceEstimation.jl)

# References

Xia, L. , Huang, X. , Wang, G. and Wu, T. (2017) Positive-Definite Sparse Precision Matrix Estimation. Advances in Pure Mathematics, 7, 21-30. doi: 10.4236/apm.2017.71002.