fastclime: A fast solver for parameterized lp problems and constrained l1 minimization approach to sparse precision matrix estimation

The package "fastclime" provides a method of recover the precision matrix efficiently by applying 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.

Version: 1.2.4
Depends: R (≥ 2.15.0), lattice, igraph, MASS, Matrix
Published: 2014-04-29
Author: Haotian Pang, Han Liu and Robert Vanderbei
Maintainer: Haotian Pang <hpang at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: fastclime results


Reference manual: fastclime.pdf
Vignettes: vignette
Package source: fastclime_1.2.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fastclime_1.2.4.tgz, r-oldrel: fastclime_1.2.4.tgz
OS X Mavericks binaries: r-release: fastclime_1.2.4.tgz
Old sources: fastclime archive