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Package: fastclime | ||
Type: Package | ||
Title: A fast solver for parameterized lp problems and constrained l1 | ||
minimization approach to sparse precision matrix estimation | ||
Version: 1.2.4 | ||
Date: 2013-04-25 | ||
Title: A Fast Solver for Parameterized Linear Programming Problems and | ||
Constrained L1 Minimization Approach to Sparse Precision Matrix | ||
Estimation | ||
Version: 1.2.5 | ||
Date: 2015-04-26 | ||
Author: Haotian Pang, Han Liu and Robert Vanderbei | ||
Maintainer: Haotian Pang <hpang@princeton.edu> | ||
Depends: R (>= 2.15.0), lattice, igraph, MASS, Matrix | ||
Description: 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. | ||
Description: An efficient method of recovering precision matrices | ||
by applying the parametric simplex method is provided in this package. | ||
The computation is based on a linear optimization solver. | ||
It also contains a generic Linear Programming solver and a | ||
parameterized Linear Programming solver based on the parametric simplex method. | ||
License: GPL-2 | ||
Repository: CRAN | ||
Packaged: 2014-04-29 19:02:58 UTC; Haotian | ||
Packaged: 2015-04-28 15:09:28 UTC; Haotian | ||
NeedsCompilation: yes | ||
Date/Publication: 2014-04-29 22:09:13 | ||
Date/Publication: 2015-04-29 01:00:45 |
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