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Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

T. Tony Cai

Last update: 22 June 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.5.0

Source code repository: https://github.com/cran/clime

Cites work

• A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation

Cited In (8)

• TransGraph
• Robust estimation of precision matrices under cellwise contamination
• DensParcorr
• HDtest
• growthrate
• HDTSA
• Confidence intervals for high-dimensional Cox models
• Bayesian hidden Markov tree models for clustering genes with shared evolutionary history

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