The package "fastclime" provides a method of recover the precision matrix efficiently by applying parametric simplex method. The computation is based on a linear optimization solver.
| Version: | 0.9 |
| Depends: | R (≥ 2.15.0), lattice, igraph, MASS, Matrix |
| Published: | 2013-03-13 |
| Author: | Haotian Pang, Han Liu and Robert Vanderbei |
| Maintainer: | Haotian Pang <hpang at princeton.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | fastclime results |
| Package source: | fastclime_0.9.tar.gz |
| MacOS X binary: | fastclime_0.9.tgz |
| Windows binary: | fastclime_0.9.zip |
| Reference manual: | fastclime.pdf |
| Old sources: | fastclime archive |