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.

Version: 0.4.1
Depends: lpSolve
Suggests: lorec, scio
Published: 2012-05-06
Author: T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo <xi.rossi.luo at>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: clime results


Reference manual: clime.pdf
Package source: clime_0.4.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: clime_0.4.1.tgz, r-oldrel: clime_0.4.1.tgz
Old sources: clime archive

Reverse dependencies:

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


Please use the canonical form to link to this page.