Package: clime
Type: Package
Title: Constrained L1-Minimization for Inverse (Covariance) Matrix
        Estimation
Version: 0.5.0
Date: 2022-06-13
Author: T. Tony Cai, Weidong Liu and Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo <xi.rossi.luo@gmail.com>
Depends: lpSolve
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) <doi:10.1198/jasa.2011.tm10155>.
License: GPL-2
NeedsCompilation: no
Packaged: 2022-06-13 15:58:46 UTC; xluo
Repository: CRAN
Date/Publication: 2022-06-22 09:40:09 UTC
Built: R 4.6.0; ; 2026-04-26 14:42:53 UTC; unix
