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.
Package details 


Author  T. Tony Cai, Weidong Liu and Xi (Rossi) Luo 
Maintainer  Xi (Rossi) Luo <[email protected]> 
License  GPL2 
Version  0.4.1 
Package repository  View on GitHub 
Installation 
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