clime
Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.5.0 |
2026-04-09 windows/windows R-4.5 | clime_0.5.0.zip |
43.7 KiB |