MCLIME (1.1)

0 users

Simultaneous Estimation of the Regression Coefficients and Precision Matrix.

A robust constrained L1 minimization method for estimating the regression coefficients and a large sparse inverse covariance matrix (i.e. precision matrix) simultaneoulsy. The computation uses linear programming.

Maintainer: Jichun Xie
Author(s): T. Tony Cai, Hongzhe Li, Weidong Liu and Jichun Xie

License: GPL-2

Uses: lpSolve

Released almost 9 years ago.

1 previous version



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of MCLIME yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for MCLIME on google, google scholar, r-help, r-devel.

Visit MCLIME on R Graphical Manual.