The explicit return is not needed but the decomposition matrix return value is used by helper function Reduce () and the permutation array return value is needed too in order to compute the result ...

The properties of the maximum likelihood estimate of the parameter of a first-order moving-average model, depend on the inverse of a symmetric tridiagonal matrix. Hitherto, approximate expressions for ...

The Cholesky matrix penalization estimator inherits the advantages of the matrix lasso and the lasso sliced inverse regression estimator. Furthermore, it shows superior performance in numerical ...