Provides a method of recovering the precision matrix efficiently and solving for the dantzig selector by applying the parametric simplex method. The computation is based on a linear optimization solver. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.

Author | Haotian Pang, Di Qi, Han Liu and Robert Vanderbei |

Date of publication | 2016-04-29 23:59:28 |

Maintainer | Haotian Pang <hpang@princeton.edu> |

License | GPL-2 |

Version | 1.4.1 |

**dantzig:** A solver for the Dantzig selector estimator

**dantzig.generator:** Dantzig data generator

**dantzig.selector:** Dantzig selector

**fastclime:** The main solver for fastclime package

**fastclime.generator:** Data generator

**fastclime-package:** Fast Parametric Simplex Solver for CLIME and Linear...

**fastclime.plot:** Graph visualization

**fastclime.selector:** A precision matrix and path selector function for fastclime

**fastlp:** A generic LP solver

**paralp:** A solver for parameterized LP problems

**plot.fastclime:** Plot function for S3 class "fastclime"

**plot.sim:** Plot function for S3 class "sim"

**print.fastclime:** Print function for S3 class "fastclime"

**print.sim:** Print function for S3 class "sim"

**stockdata:** Stock price of S&P 500 companies from 2003 to 2008

fastclime

fastclime/inst

fastclime/inst/doc

fastclime/inst/doc/vignette.Rnw

fastclime/inst/doc/vignette.pdf

fastclime/src

fastclime/src/linalg.c

fastclime/src/heap.c

fastclime/src/paralp.c

fastclime/src/heap.h

fastclime/src/lu.c

fastclime/src/tree.h

fastclime/src/macros.h

fastclime/src/parametric.c

fastclime/src/dantzig.c

fastclime/src/fastlp.c

fastclime/src/linalg.h

fastclime/src/myalloc.h

fastclime/src/tree.c

fastclime/src/lu.h

fastclime/NAMESPACE

fastclime/data

fastclime/data/stockdata.rda

fastclime/R

fastclime/R/fastclime.generator.R
fastclime/R/dantzig.R
fastclime/R/fastclime.plot.R
fastclime/R/paralp.R
fastclime/R/fastclime.R
fastclime/R/fastlp.R
fastclime/R/dantzig.selector.R
fastclime/R/dantzig.generator.R
fastclime/R/fastclime.selector.R
fastclime/vignettes

fastclime/vignettes/vignette.Rnw

fastclime/vignettes/fastclime.pdf

fastclime/MD5

fastclime/build

fastclime/build/vignette.rds

fastclime/DESCRIPTION

fastclime/man

fastclime/man/stockdata.Rd
fastclime/man/fastlp.Rd
fastclime/man/print.sim.Rd
fastclime/man/paralp.Rd
fastclime/man/fastclime.Rd
fastclime/man/fastclime.selector.Rd
fastclime/man/fastclime-package.Rd
fastclime/man/fastclime.generator.Rd
fastclime/man/plot.sim.Rd
fastclime/man/plot.fastclime.Rd
fastclime/man/dantzig.selector.Rd
fastclime/man/fastclime.plot.Rd
fastclime/man/dantzig.Rd
fastclime/man/dantzig.generator.Rd
fastclime/man/print.fastclime.Rd
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