The fastclime package for linear programming and large-scale precision matrix estimation in R

Mathematics

• Matrix (Mathematics) 100%
• Linear Programming 100%
• Regularization 50%
• Piecewise Linear 50%
• Illustrative Example 50%
• Wide Range 50%
• Parametric 50%
• Linear Program 50%
• Estimation Method 50%
• Simplex Algorithm 50%
• Linear Programming Problem 50%

Keyphrases

• Regularization Path 50%
• Clime 50%
• Sparse Precision Matrix Estimation 50%
• Linear Solver 50%
• Statistician 50%
• Dual Certificate 50%
• L1 Minimization 50%