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.
|Author||T. Tony Cai, Weidong Liu and Xi (Rossi) Luo|
|Date of publication||2012-05-06 15:35:40|
|Maintainer||Xi (Rossi) Luo <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.