clime (0.4.1)

0 users

Constrained L1-minimization for Inverse (covariance) Matrix Estimation.

http://cran.r-project.org/web/packages/clime

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.

Maintainer: Xi (Rossi) Luo
Author(s): T. Tony Cai, Weidong Liu and Xi (Rossi) Luo

License: GPL-2

Uses: lpSolve, lorec, scio
Reverse depends: DensParcorr, growthrate
Reverse suggests: lorec, scio

Released over 6 years ago.


2 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

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


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


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

Visit clime on R Graphical Manual.