fastclime-package: Fast Parametric Simplex Solver for CLIME and Linear...
In fastclime: A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector
Description
Details
Author(s)
See Also
Description
A package for generic linear programming, parameterized linear programming and constrainted l1 minimization approach to sparse precision matrix estimation
Details
Package: fastclime
Type: Package
Version: 1.2.4
Date: 2014-04-25
License: GPL-2
LazyLoad: yes
The package "fastclime" provides 5 main functions:
(1) the data generator creates random samples from multivariate normal distributions with different graph structures. Please refer to fastclime.generator.
(2) The parametric simplex solver for constrainted l1 minimization approach to sparse precision matrix estimation. Please refer to fastclime.
(3) The path selector function gives the path and precision matrix for a given parameter in CLIME. Please refer to fastclime.selector.
(4) A generic linear programming solver and a parameterized linear programming solver. Please refer to fastlp and paralp.
(5) An implementation of the Primal Dual (i.e. Self Dual) Simplex Method on the Dantzig selector. Please refer to dantzig, dantzig.selector and dantzig.generator.
Author(s)
Haotian Pang, Di Qi, Han Liu and Robert Vanderbei
Maintainer: Haotian Pang<hpang@princeton.edu>;
See Also
fastclime.generator, fastclime, fastclime.plot, fastclime.selector, fastlp, paralp, dantzig, dantzig.selector, and dantzig.generator
fastclime documentation built on May 2, 2019, 1:06 p.m.
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Description Details Author(s) See Also
Description
A package for generic linear programming, parameterized linear programming and constrainted l1 minimization approach to sparse precision matrix estimation
Details
| Package: | fastclime |
| Type: | Package |
| Version: | 1.2.4 |
| Date: | 2014-04-25 |
| License: | GPL-2 |
| LazyLoad: | yes |
The package "fastclime" provides 5 main functions:
(1) the data generator creates random samples from multivariate normal distributions with different graph structures. Please refer to fastclime.generator.
(2) The parametric simplex solver for constrainted l1 minimization approach to sparse precision matrix estimation. Please refer to fastclime.
(3) The path selector function gives the path and precision matrix for a given parameter in CLIME. Please refer to fastclime.selector.
(4) A generic linear programming solver and a parameterized linear programming solver. Please refer to fastlp and paralp.
(5) An implementation of the Primal Dual (i.e. Self Dual) Simplex Method on the Dantzig selector. Please refer to dantzig, dantzig.selector and dantzig.generator.
Author(s)
Haotian Pang, Di Qi, Han Liu and Robert Vanderbei
Maintainer: Haotian Pang<hpang@princeton.edu>;
See Also
fastclime.generator, fastclime, fastclime.plot, fastclime.selector, fastlp, paralp, dantzig, dantzig.selector, and dantzig.generator
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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