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 |

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

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