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:T. Tony Cai, Weidong Liu and Xi Luo

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Bug tracker:https://github.com/rluo/clime/issues

On CRAN:

4 exports 1.60 score 1 dependencies 4 dependents 28 scripts 407 downloads

Last updated 2 years agofrom:b718cf6dec. Checks:OK: 7. Indexed: yes.

Exports:climecv.climelikelihoodtracel2

Dependencies:lpSolve