Package: clime 0.5.0
clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
A robust constrained L1 minimization method for estimating a large sparse inverse covariance matrix (aka precision matrix), and recovering its support for building graphical models. The computation uses linear programming. The method was published in TT Cai, W Liu, X Luo (2011) <doi:10.1198/jasa.2011.tm10155>.
Authors:
clime_0.5.0.tar.gz
clime_0.5.0.zip(r-4.5)clime_0.5.0.zip(r-4.4)clime_0.5.0.zip(r-4.3)
clime_0.5.0.tgz(r-4.4-any)clime_0.5.0.tgz(r-4.3-any)
clime_0.5.0.tar.gz(r-4.5-noble)clime_0.5.0.tar.gz(r-4.4-noble)
clime_0.5.0.tgz(r-4.4-emscripten)clime_0.5.0.tgz(r-4.3-emscripten)
clime.pdf |clime.html✨
clime/json (API)
| # Install 'clime' in R: |
| install.packages('clime', repos = c('https://rluo.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rluo/clime/issues
Last updated 2 years agofrom:b718cf6dec. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win | OK | Nov 05 2024 |
| R-4.5-linux | OK | Nov 05 2024 |
| R-4.4-win | OK | Nov 05 2024 |
| R-4.4-mac | OK | Nov 05 2024 |
| R-4.3-win | OK | Nov 05 2024 |
| R-4.3-mac | OK | Nov 05 2024 |
Exports:climecv.climelikelihoodtracel2
Dependencies:lpSolve
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| solve for the inverse matrix | clime |
| internal clime functions | likelihood tracel2 |
| k-fold cross validation for clime object | cv.clime |
| print a clime object | print.clime |
| print a cross validated clime object | print.cv.clime |
