Other packages > Find by keyword >

fastclime  

A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fastclime", "1.4.1.1")



Attach the package and use:
library("fastclime")
Maintained by
Haotian Pang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-03-12
Latest Update:
Description:
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.
How to cite:
Haotian Pang (2013). fastclime: A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector. R package version 1.4.1.1, https://cran.r-project.org/web/packages/fastclime. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.8 (2013-03-12 18:04), 0.9 (2013-03-13 21:31), 1.0 (2013-05-30 07:28), 1.1 (2013-06-19 08:49), 1.2.1 (2013-09-28 22:14), 1.2.2 (2013-09-29 21:55), 1.2.3 (2013-10-28 21:36), 1.2.4 (2014-04-29 22:09), 1.2.5 (2015-04-29 01:00), 1.2 (2013-07-12 07:28), 1.4.1.1 (2023-05-05 10:32), 1.4.1 (2016-04-29 23:59), 1.4 (2016-04-19 01:03)
Other packages that cited fastclime R package
View fastclime citation profile
Other R packages that fastclime depends, imports, suggests or enhances
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
DatabionicSwarm  
Swarm Intelligence for Self-Organized Clustering
Algorithms implementing populations of agents that interact with one another and sense their environ ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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