version 1.0

cran · May 27, 2013 · b155a9a · b155a9a
1 parent 00f6008
commit b155a9a
Show file tree

Hide file tree

Showing 19 changed files with 72 additions and 160 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -2,8 +2,8 @@ Package: fastclime
 Type: Package
 Title: A fast solver for constrained l1 minimization approach to sparse
         precision matrix estimation
-Version: 0.9
-Date: 2013-03-08
+Version: 1.0
+Date: 2013-05-27
 Author: Haotian Pang, Han Liu and Robert Vanderbei
 Maintainer: Haotian Pang <hpang@princeton.edu>
 Depends: R (>= 2.15.0), lattice, igraph, MASS, Matrix
@@ -13,6 +13,6 @@ Description: The package "fastclime" provides a method of recover the
         solver.
 License: GPL-2
 Repository: CRAN
-Packaged: 2013-03-13 20:24:11 UTC; haotian
+Packaged: 2013-05-30 01:18:20 UTC; haotian
 NeedsCompilation: yes
-Date/Publication: 2013-03-13 21:31:08
+Date/Publication: 2013-05-30 07:28:53
diff --git a/MD5 b/MD5
@@ -1,22 +1,23 @@
-659aa2137441eb22a39fb2b1c7787a5d *DESCRIPTION
-bfce7730329d4d03dc6534dd87b7e29b *NAMESPACE
+9cf060786ef4a379037d344c0c367ccb *DESCRIPTION
+da6215639f444276a1dee9f56f21ca35 *NAMESPACE
 63c3fcc25c70598356142da9928fadaa *R/fastclime.R
 f98c0c855f59d8cad467708e4c4a6338 *R/fastclime.generator.R
-4a4d58b1f491e67673ea86a071da2af1 *R/fastclime.npn.R
 2515a63fb256adeb6922ae0acafad17a *R/fastclime.plot.R
 9626c7b81af3309c76ded6266e870900 *R/fastclime.roc.R
-e8f66da5e991922d7ddf97bb4b73f7fc *man/fastclime-package.Rd
-cea14d1e6f42b7e979adbeaf50f53d75 *man/fastclime.Rd
-b296d719daff6604f4b861992f97388e *man/fastclime.generator.Rd
-3240f3c8919d5dbf85a37f2a594c33ff *man/fastclime.npn.Rd
-aad8ee42e73a50d6281a2e7c79ec49a9 *man/fastclime.plot.Rd
-695c237b4db67031a5d6b5db5cd5f796 *man/fastclime.roc.Rd
-bb5d2a76569781ef42bea591e1cb60ce *man/plot.fastclime.Rd
-0a514e1e57005d5e576ee1a734d922b2 *man/plot.roc.Rd
-e80814749d6a40d5b515b7ee7a2138e5 *man/plot.sim.Rd
-c25ca4709c6975913fd8da909efd1b04 *man/print.fastclime.Rd
-1783d36bb29f8804a1a559311e55cc9d *man/print.roc.Rd
-2af97a7babcf1523b10dbb2329321cf2 *man/print.sim.Rd
+ec90576375b24e35502847bdd1d85b6e *data/stockdata.rda
+0d107bb6bb844e2e52ed16ad086bfe70 *inst/doc/vignette.pdf
+457de96fcd3cfdc20abaee85fd75053e *man/fastclime-package.Rd
+22c0b937c19895f44dfea922b26b279d *man/fastclime.Rd
+f13eef1099b8dad1091dd5764e6b6eb5 *man/fastclime.generator.Rd
+64307ab02e80b23986e1f4446aa316c6 *man/fastclime.plot.Rd
+05d72f126d24f37636432aa948c6f48a *man/fastclime.roc.Rd
+4fede98f1e2ad5f3ee859ea58504be85 *man/plot.fastclime.Rd
+a1d5732ba3621562c4e5d92cd57b1b31 *man/plot.roc.Rd
+66a8b6d1673d092cb2d2e15434493e3e *man/plot.sim.Rd
+b196c00bb421f420ddd428008f97458b *man/print.fastclime.Rd
+2b35f9098e0d65199d1b317b4c0e5de5 *man/print.roc.Rd
+fbb7265b9ba8567834e3a326c7b67247 *man/print.sim.Rd
+f584effdd8752b5956fea4ac449e7e33 *man/stockdata.Rd
 b10cd7a70f4a0772e49935ad349b56a8 *src/SFGen.c
 3d21bc5d49dee6d81d869301b5adbcb0 *src/heap.c
 ad5e9b747ce1895e811d2d2e8052eddc *src/heap.h

diff --git a/NAMESPACE b/NAMESPACE
@@ -4,7 +4,6 @@ export(fastclime,
        fastclime.generator,
        fastclime.plot,
        fastclime.roc,
-       fastclime.npn,
        print.fastclime,plot.fastclime,
        print.roc,plot.roc,
        print.sim,plot.sim

diff --git a/R/fastclime.npn.R b/R/fastclime.npn.R
diff --git a/data/stockdata.rda b/data/stockdata.rda
diff --git a/inst/doc/vignette.pdf b/inst/doc/vignette.pdf
diff --git a/man/fastclime-package.Rd b/man/fastclime-package.Rd
@@ -12,18 +12,17 @@ A package for constrainted l1 minimization approach to sparse precision matrix e
 Package: \tab fastclime\cr
 Type: \tab Package\cr
 Version: \tab 0.0.7\cr
-Date: \tab 2013-03-15\cr
+Date: \tab 2013-05-27\cr
 License: \tab GPL-2\cr
 LazyLoad: \tab yes\cr
 }
-The package "fastclime" provides 3 main functions:\cr
+The package "fastclime" provides 2 main functions:\cr
 (1) the data generator creates random samples from multivariate normal distributions with different graph structures. Please refer to \code{\link{fastclime.generator}}.\cr
-(2) the nonparanormal (npn) transformation helps relax the normality assumption. Please refer to \code{\link{fastclime.npn}}.\cr
-(3) The parametric simplex solver for constrainted l1 minimization approach to sparse precision matrix estimation. Please refer to \code{\link{fastclime}}.\cr
+(2) The parametric simplex solver for constrainted l1 minimization approach to sparse precision matrix estimation. Please refer to \code{\link{fastclime}}.\cr
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>;
+Maintainer: Haotan Pang<hpang@princeton.edu>;
 }
 \seealso{
 \code{\link{fastclime.generator}}, \code{\link{fastclime}}, \code{\link{fastclime.plot}} and \code{\link{fastclime.roc}}

diff --git a/man/fastclime.Rd b/man/fastclime.Rd
@@ -25,11 +25,11 @@ It is the largest sparsity of each column for estimated graphs. This program mak
 }
 
 \details{
-This program uses a parametric simplex linear programming method to solve a CLIME (a constrained l1 minimization sparse precision matrix estimation) problem. The solution path of the problem is corresponding to the parameter in the simplex method
+This program uses parametric simplex linear programming method to solve CLIME (Constrained l1 Minimization Sparse Precision Matrix Estimation) problem. The solution path of the problem corresponds to the parameter in the simplex method.
 }
 
 \note{
-The maximum number of nlambda is 50, so it can only store a solution path of length 50. When the data set is large, the solution path is set to be less than 15.
+The maximum number of nlambda is 50, so it can only store a solution path of length 50. When the data set is very large, the solution path is set to be less than 15.
 }
 
 \value{
@@ -66,11 +66,11 @@ It is a \code{d} by \code{nlambda} matrix. Each row contains the number of nonze
 
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{
-\code{\link{fastclime.generator}}, \code{\link{fastclime.npn}}, \code{\link{fastclime.plot}}, \code{\link{fastclime.roc}}, and \code{\link{fastclime-package}}.
+\code{\link{fastclime.generator}}, \code{\link{fastclime.plot}}, \code{\link{fastclime.roc}}, and \code{\link{fastclime-package}}.
 }
 
 \examples{

diff --git a/man/fastclime.generator.Rd b/man/fastclime.generator.Rd
@@ -76,7 +76,7 @@ The adjacency matrix of true graph structure (in sparse matrix representation) f
 
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/fastclime.npn.Rd b/man/fastclime.npn.Rd
diff --git a/man/fastclime.plot.Rd b/man/fastclime.plot.Rd
@@ -38,7 +38,7 @@ The user can change \code{cur.num} to plot several figures and select the best o
 
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/fastclime.roc.Rd b/man/fastclime.roc.Rd
@@ -51,7 +51,7 @@ Area under the ROC curve
 
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/plot.fastclime.Rd b/man/plot.fastclime.Rd
@@ -20,7 +20,7 @@ System reserved (No specific usage)
 
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 \seealso{
 \code{\link{fastclime}}

diff --git a/man/plot.roc.Rd b/man/plot.roc.Rd
@@ -19,7 +19,7 @@ System reserved (No specific usage)
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/plot.sim.Rd b/man/plot.sim.Rd
@@ -19,7 +19,7 @@ System reserved (No specific usage)
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/print.fastclime.Rd b/man/print.fastclime.Rd
@@ -19,7 +19,7 @@ System reserved (No specific usage)
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/print.roc.Rd b/man/print.roc.Rd
@@ -19,7 +19,7 @@ System reserved (No specific usage)
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/print.sim.Rd b/man/print.sim.Rd
@@ -19,7 +19,7 @@ System reserved (No specific usage)
 }
 \author{
 Haotian Pang, Han Liu and Robert Vanderbei \cr
-Maintainers: Haotan Pang<hpang@princeton.edu>
+Maintainer: Haotan Pang<hpang@princeton.edu>
 }
 
 \seealso{

diff --git a/man/stockdata.Rd b/man/stockdata.Rd
@@ -0,0 +1,35 @@
+\name{stockdata}
+\alias{stockdata}
+\docType{data}
+\title{Stock price of S&P 500 companies from 2003 to 2008}
+\description{
+This data set consists of stock price and company information.
+}
+\usage{data(stockdata)}
+\format{
+  The format is a list containing conatins two matrices.
+  1. data - 1258x452, represents the 452 stocks' close prices for 1258 trading days.
+  2. info - 452x3:
+  The 1st column: the query symbol for each company. 
+  The 2nd column: the categoriy for each company.
+  The 3rd column: the full name of each company.
+}
+\details{
+This data set can be used to perform high-dimensional graph estimation to analyze the relationships between S&P 500 companies.
+}
+\source{
+It is publicly available at http://ichart.finance.yahoo.com
+}
+\author{
+Haotian Pang, Han Liu and Robert Vanderbei \cr
+Maintainer: Haotan Pang<hpang@princeton.edu>
+}
+
+
+
+\examples{
+data(stockdata)
+image(stockdata$data)
+stockdata$info
+}
+\keyword{datasets}