rDecode

cranv0.1.0

Descent-Based Calibrated Optimal Direct Estimation. Algorithms for solving a self-calibrated l1-regularized quadratic programming problem without parameter tuning. The algorithm, called DECODE, can handle high-dimensional data without cross-validation. It is found useful in high dimensional portfolio selection (see Pun (2018) <https://ssrn.com/abstra

License GPL-2strong copyleft0 versions1 maintainers1 deps51 weekly dl
https://CRAN.R-project.org/package=rDecode
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  • Low health score (39/100)
Health breakdown0 – 100
0/25
maintenance
0/20
popularity
25/25
security
12/15
maturity
2/15
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First published · 2019-12-18 16:32:36

Last updated · 2019-12-18T13:20:05+00:00

rDecode — Health Score 39/100 | DepScope