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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 22 Dec. 2024.
Previous versions and publish date:
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
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