A robust constrained L1 minimization method for estimating the regression coefficients and a large sparse inverse covariance matrix (i.e. precision matrix) simultaneoulsy. The computation uses linear programming.
| Version: | 1.1 |
| Depends: | lpSolve |
| Published: | 2010-11-18 |
| Author: | T. Tony Cai, Hongzhe Li, Weidong Liu and Jichun Xie |
| Maintainer: | Jichun Xie <jichun at mail.med.upenn.edu> |
| License: | GPL-2 |
| CRAN checks: | MCLIME results |
| Package source: | MCLIME_1.1.tar.gz |
| MacOS X binary: | MCLIME_1.1.tgz |
| Windows binary: | MCLIME_1.1.zip |
| Reference manual: | MCLIME.pdf |
| Old sources: | MCLIME archive |