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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: 2023-05-19
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 Nov. 2024.
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)
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