clime: 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. 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
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

Documentation:

Reference manual:

clime.pdf

Downloads:

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 dependencies:

Reverse depends:	DensParcorr, growthrate
Reverse imports:	HDtest, HDTSA
Reverse suggests:	lorec

Linking:

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