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fastclime (version 1.4.1.1)

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

Description

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.

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Version

Install

install.packages('fastclime')

Monthly Downloads

181

Version

1.4.1.1

License

GPL-2

Maintainer

ORPHANED

Last Published

May 5th, 2023

Functions in fastclime (1.4.1.1)

plot.fastclime

Plot function for S3 class "fastclime"
print.sim

Print function for S3 class "sim"
stockdata

Stock price of S&P 500 companies from 2003 to 2008
print.fastclime

Print function for S3 class "fastclime"
plot.sim

Plot function for S3 class "sim"
fastclime-package

Fast Parametric Simplex Solver for CLIME and Linear Programming
fastclime.plot

Graph visualization
fastclime

The main solver for fastclime package
dantzig

A solver for the Dantzig selector estimator
fastclime.generator

Data generator
paralp

A solver for parameterized LP problems
dantzig.selector

Dantzig selector
fastclime.selector

A precision matrix and path selector function for fastclime
fastlp

A generic LP solver
dantzig.generator

Dantzig data generator