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Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
v0.5.0
·
Jun 22, 2022
·
GPL-2
Description
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>.
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CRAN Check Status
2
NOTE
12
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
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.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
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.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
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"),
...[truncated]...
comment = "Rossi"),
person(given = "Xi",
family = "Luo",
role = "cre",
email = "xi.rossi.luo@gmail.com",
comment = "Rossi"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
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"),
...[truncated]...
comment = "Rossi"),
person(given = "Xi",
family = "Luo",
role = "cre",
email = "xi.rossi.luo@gmail.com",
comment = "Rossi"))
as necessary.