CRAN/E | fastclime

fastclime

A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector

Installation

About

Provides a method of recovering the precision matrix efficiently and solving for the dantzig selector by applying the 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.

Key Metrics

Version 1.4.1.1
R ≥ 2.15.0
Published 2023-05-05 357 days ago
Needs compilation? yes
License GPL-2
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Maintainer

Maintainer

ORPHANED

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Authors

Haotian Pang
Di Qi
Han Liu
Robert Vanderbei

Material

Reference manual
Package source

Vignettes

vignette

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fastclime archive

Depends

R ≥ 2.15.0
lattice
igraph
MASS
Matrix

Reverse Imports

HDtest