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

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.

Version:	1.4.1
Depends:	R (≥ 2.15.0), lattice, igraph, MASS, Matrix
Published:	2016-04-29
Author:	Haotian Pang, Di Qi, Han Liu and Robert Vanderbei
Maintainer:	Haotian Pang <hpang at princeton.edu>
License:	GPL-2
NeedsCompilation:	yes
CRAN checks:	fastclime results

Documentation:

Reference manual:	fastclime.pdf
Vignettes:	vignette

Downloads:

Package source:	fastclime_1.4.1.tar.gz
Windows binaries:	r-devel: fastclime_1.4.1.zip, r-release: fastclime_1.4.1.zip, r-oldrel: fastclime_1.4.1.zip
macOS binaries:	r-release (arm64): fastclime_1.4.1.tgz, r-oldrel (arm64): fastclime_1.4.1.tgz, r-release (x86_64): fastclime_1.4.1.tgz, r-oldrel (x86_64): fastclime_1.4.1.tgz
Old sources:	fastclime archive

Reverse dependencies:

Reverse imports:

HDtest

Linking:

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