An efficient method of recovering precision matrices
by applying the parametric simplex method is provided in this package.
The computation is based on a linear optimization solver.
It also contains a generic Linear Programming solver and a
parameterized Linear Programming solver based on the parametric simplex method.
| Version: |
1.2.5 |
| Depends: |
R (≥ 2.15.0), lattice, igraph, MASS, Matrix |
| Published: |
2015-04-29 |
| Author: |
Haotian Pang, Han Liu and Robert Vanderbei |
| Maintainer: |
Haotian Pang <hpang at princeton.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| CRAN checks: |
fastclime results |