The package "fastclime" provides a method of recover the
precision matrix efficiently by applying 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.
| Version: |
1.2.4 |
| Depends: |
R (≥ 2.15.0), lattice, igraph, MASS, Matrix |
| Published: |
2014-04-29 |
| Author: |
Haotian Pang, Han Liu and Robert Vanderbei |
| Maintainer: |
Haotian Pang <hpang at princeton.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| CRAN checks: |
fastclime results |