clime: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

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) <doi:10.1198/jasa.2011.tm10155>.

Version: 0.5.0
Depends: lpSolve
Published: 2022-06-22
DOI: 10.32614/CRAN.package.clime
Author: T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo <xi.rossi.luo at>
License: GPL-2
NeedsCompilation: no
Materials: README ChangeLog
CRAN checks: clime results


Reference manual: clime.pdf


Package source: clime_0.5.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): clime_0.5.0.tgz, r-oldrel (arm64): clime_0.5.0.tgz, r-release (x86_64): clime_0.5.0.tgz, r-oldrel (x86_64): clime_0.5.0.tgz
Old sources: clime archive

Reverse dependencies:

Reverse depends: DensParcorr, growthrate
Reverse imports: HDTSA, TransGraph
Reverse suggests: lorec, pulsar


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