fastclime (1.4.1)

0 users

A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector.

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

Provides a method of recovering the precision matrix efficiently and solving for the dantzig selector by applying the parametric simplex method. The computation is based on a linear optimization solver. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.

Maintainer: Haotian Pang
Author(s): Haotian Pang, Di Qi, Han Liu and Robert Vanderbei

License: GPL-2

Uses: igraph, lattice, MASS, Matrix
Reverse depends: highD2pop

Released about 3 years ago.


11 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

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


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


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

Visit fastclime on R Graphical Manual.