fastclime: A fast solver for parameterized lp problems and constrained l1 minimization approach to sparse precision matrix estimation

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. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.

Version: 1.2.3
Depends: R (≥ 2.15.0), lattice, igraph, MASS, Matrix
Published: 2013-10-28
Author: Haotian Pang, Han Liu and Robert Vanderbei
Maintainer: Haotian Pang <hpang at princeton.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: fastclime results

Downloads:

Reference manual: fastclime.pdf
Vignettes: vignette
Package source: fastclime_1.2.3.tar.gz
OS X binary: fastclime_1.2.3.tgz
Windows binary: fastclime_1.2.3.zip
Old sources: fastclime archive