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

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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 <xi.rossi.luo@gmail.com>
License
GPL-2
Version
0.4.1

View on CRAN

Man pages

clime
solve for the inverse matrix
clime-internal
internal clime functions
cv.clime
k-fold cross validation for clime object
print.clime
print a clime object
print.cv.clime
print a cross validated clime object

Files in this package

clime
clime/MD5
clime/DESCRIPTION
clime/man
clime/man/cv.clime.Rd
clime/man/clime.Rd
clime/man/print.cv.clime.Rd
clime/man/print.clime.Rd
clime/man/clime-internal.Rd
clime/R
clime/R/clime.R
clime/R/linprogPD.R
clime/R/cv.clime.R
clime/R/cv.part.R
clime/R/tracel2.R
clime/R/likelihood.R
clime/R/print.clime.R
clime/R/print.cv.clime.R
clime/R/linprogS.R
clime/ChangeLog
clime/NAMESPACE