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

clime_0.5.0.tar.gz
clime_0.5.0.zip(r-4.7)clime_0.5.0.zip(r-4.6)clime_0.5.0.zip(r-4.5)
clime_0.5.0.tgz(r-4.6-any)clime_0.5.0.tgz(r-4.5-any)
clime_0.5.0.tar.gz(r-4.7-any)clime_0.5.0.tar.gz(r-4.6-any)
clime_0.5.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

On CRAN:

Conda:

4.16 score 3 packages 32 scripts 361 downloads 4 exports 1 dependencies

Last updated from:b718cf6dec. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK90
source / vignettesOK142
linux-release-x86_64OK103
macos-release-arm64OK92
macos-oldrel-arm64OK75
windows-develOK89
windows-releaseOK95
windows-oldrelOK92
wasm-releaseOK84

Exports:climecv.climelikelihoodtracel2

Dependencies:lpSolve