clime (0.4.1)

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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.

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 7 years ago.

2 previous versions



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