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.
| Version: |
0.4.1 |
| Depends: |
lpSolve |
| Suggests: |
lorec, scio |
| Published: |
2012-05-06 |
| Author: |
T. Tony Cai, Weidong Liu and Xi (Rossi) Luo |
| Maintainer: |
Xi (Rossi) Luo <xi.rossi.luo at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| Materials: |
ChangeLog |
| CRAN checks: |
clime results |
Downloads:
Reverse dependencies:
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