capme: Covariate Adjusted Precision Matrix Estimation

The package uses constrained l1 optimization to solve the regression coefficient matrix A and the precision matrix Omega in the model Y = XA + Z, where Z follows N(0,Omega^{-1}). Both A and Omega are high-dimensional sparse matrices.

Version: 1.3
Depends: lpSolve
Published: 2012-10-21
Author: T. Tony Cai, Hongzhe Li, Weidong Liu and Jichun Xie
Maintainer: Jichun Xie <jichun at>
License: GPL-2
NeedsCompilation: no
CRAN checks: capme results


Reference manual: capme.pdf
Package source: capme_1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: capme_1.3.tgz, r-oldrel: capme_1.3.tgz
OS X Mavericks binaries: r-release: capme_1.3.tgz