Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
Overview
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.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("T.", "Tony"),
family = "Cai",
role = "aut"),
person(given = "Weidong",
family = "Liu",
role = "aut"),
person(given = "Xi",
family = "Luo",
role = "aut",
comment = "Rossi"),
person(given = "Xi",
family = "Luo",
role = "cre",
email = "xi.rossi.luo@gmail.com",
comment = "Rossi"))
as necessary.- NOTE11 OK, 2 NOTE2026-05-10
- WARNING11 OK, 1 NOTE, 1 WARNING2026-05-09
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 5
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 67%
- Documented parameters
- 93%
- Return-value docs
- 67%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing clime adds 1 package (1 with compiled code, 457 KB of source tarballs). Heaviest: lpSolve 457 KB.
Code & Tests
People & History
Maintainer since 0.2 (2011)
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.5.0Latest
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 0.4.12012-05-06 · diff ↗
Package metadata
- First published
- 2011-02-03
- Total releases
- 4 / 15 yrs
- License
- GPL-2 OSI
- Download size
- 7.8 KB
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