Other packages > Find by keyword >

clime  

Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
View on CRAN: Click here


Download and install clime package within the R console
Install from CRAN:
install.packages("clime")

Install from Github:
library("remotes")
install_github("cran/clime")

Install by package version:
library("remotes")
install_version("clime", "0.5.0")



Attach the package and use:
library("clime")
Maintained by
Xi (Rossi) Luo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-02-03
Latest Update: 2022-06-22
Description:
A robust constrained L1 minimization method for estimating a large sparse inverse covariance matrix (aka precision matrix), and recovering its support for building graphical models. The computation uses linear programming. The method was published in TT Cai, W Liu, X Luo (2011) .
How to cite:
Xi (Rossi) Luo (2011). clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation. R package version 0.5.0, https://cran.r-project.org/web/packages/clime. Accessed 29 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:26), 0.2 (2011-02-03 09:18), 0.3 (2011-07-23 22:15), 0.4.1 (2012-05-06 17:35)
Other packages that cited clime R package
View clime citation profile
Other R packages that clime depends, imports, suggests or enhances
Complete documentation for clime
Functions, R codes and Examples using the clime R package
Some associated functions: clime-internal . clime . cv.clime . print.clime . print.cv.clime . 
Some associated R codes: clime.R . cv.clime.R . cv.part.R . likelihood.R . linprogPD.R . linprogS.R . print.clime.R . print.cv.clime.R . tracel2.R .  Full clime package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
personalized2part  
Two-Part Estimation of Treatment Rules for Semi-Continuous Data
Implements the methodology of Huling, Smith, and Chen (2020) , w ...
Download / Learn more Package Citations See dependency  
GEVcdn  
GEV Conditional Density Estimation Network
Implements a flexible nonlinear modelling framework for nonstationary generalized extreme value anal ...
Download / Learn more Package Citations See dependency  
fastRG  
Sample Generalized Random Dot Product Graphs in Linear Time
Samples generalized random product graphs, a generalization of a broad class of network models. Giv ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA