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.

AuthorT. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Date of publication2012-05-06 15:35:40
MaintainerXi (Rossi) Luo <>

View on CRAN

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.