Package: rDecode
Type: Package
Title: Descent-Based Calibrated Optimal Direct Estimation
Version: 0.1.0
Author: Chi Seng Pun, Matthew Zakharia Hadimaja
Maintainer: Chi Seng Pun <cspun@ntu.edu.sg>
Description: 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/abstract=3179569>) and large precision matrix
        estimation and sparse linear discriminant analysis (see Pun and
        Hadimaja (2019) <https://ssrn.com/abstract=3422590>).
License: GPL-2
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.0.0
Depends: R (>= 2.10)
Imports: stats
NeedsCompilation: no
Packaged: 2026-07-15 07:50:41 UTC; root
Repository: https://cspun.r-universe.dev
Date/Publication: 2019-12-18 13:20:05 UTC
RemoteUrl: https://github.com/cran/rDecode
RemoteRef: HEAD
RemoteSha: fd4ff30abc6432f0962b29455a587a8b2fa5aa4d