fastclime: A Fast Solver for Parameterized Linear Programming Problems and Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation

An efficient method of recovering precision matrices by applying the parametric simplex method is provided in this package. The computation is based on a linear optimization solver. It also contains a generic Linear Programming solver and a parameterized Linear Programming solver based on the parametric simplex method.

Version: 1.2.5
Depends: R (≥ 2.15.0), lattice, igraph, MASS, Matrix
Published: 2015-04-29
Author: Haotian Pang, Han Liu and Robert Vanderbei
Maintainer: Haotian Pang <hpang at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: fastclime results


Reference manual: fastclime.pdf
Vignettes: vignette
Package source: fastclime_1.2.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fastclime_1.2.5.tgz, r-oldrel: fastclime_1.2.5.tgz
OS X Mavericks binaries: r-release: fastclime_1.2.5.tgz
Old sources: fastclime archive

Reverse dependencies:

Reverse depends: highD2pop