Package: clime
Type: Package
Title: Constrained L1-Minimization for Inverse (Covariance) Matrix
        Estimation
Version: 0.5.0
Date: 2022-06-13
Author: T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo <xi.rossi.luo@gmail.com>
Depends: lpSolve
Description: 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>.
License: GPL-2
Repository: https://rluo.r-universe.dev
Date/Publication: 2022-06-13 16:07:05 UTC
RemoteUrl: https://github.com/rluo/clime
RemoteRef: HEAD
RemoteSha: b718cf6decd675e60c24b446aa5110ea740dba4d
NeedsCompilation: no
Packaged: 2026-06-11 06:57:29 UTC; root