fastclime: A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector

Provides a method of recovering the precision matrix efficiently and solving for the dantzig selector by applying the 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: 1.4.1
Depends: R (≥ 2.15.0), lattice, igraph, MASS, Matrix
Published: 2016-04-29
Author: Haotian Pang, Di Qi, 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_1.4.1.tar.gz
Windows binaries: r-devel: fastclime_1.4.1.zip, r-release: fastclime_1.4.1.zip, r-oldrel: fastclime_1.4.1.zip
OS X Mavericks binaries: r-release: fastclime_1.4.1.tgz, r-oldrel: fastclime_1.4.1.tgz
Old sources: fastclime archive

Reverse dependencies:

Reverse depends: highD2pop

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