fastclime

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

CRAN Package

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.

  • Version1.4.1.1
  • R version≥ 2.15.0
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release05/05/2023

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  • Depends5 packages
  • Reverse Imports1 package