clime: Constrained L1-minimization for Inverse (covariance) Matrix Estimation
Version 0.4.1

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.

Getting started

Package details

AuthorT. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Date of publication2012-05-06 15:35:40
MaintainerXi (Rossi) Luo <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the clime package in your browser

Any scripts or data that you put into this service are public.

clime documentation built on May 30, 2017, 3:48 a.m.