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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>.
| Version: | 0.5.0 |
| Depends: | lpSolve |
| Published: | 2022-06-22 |
| DOI: | 10.32614/CRAN.package.clime |
| 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: | README ChangeLog |
| CRAN checks: | clime results |
| Reference manual: | clime.pdf |
| Package source: | clime_0.5.0.tar.gz |
| Windows binaries: | r-devel: clime_0.5.0.zip, r-release: clime_0.5.0.zip, r-oldrel: clime_0.5.0.zip |
| macOS binaries: | r-release (arm64): clime_0.5.0.tgz, r-oldrel (arm64): clime_0.5.0.tgz, r-release (x86_64): clime_0.5.0.tgz, r-oldrel (x86_64): clime_0.5.0.tgz |
| Old sources: | clime archive |
| Reverse depends: | DensParcorr, growthrate |
| Reverse imports: | HDTSA, TransGraph |
| Reverse suggests: | lorec, pulsar |
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