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


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Documentation for package ‘fastclime’ version 1.4.1.1

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fastclime-package Fast Parametric Simplex Solver for CLIME and Linear Programming
dantzig A solver for the Dantzig selector estimator
dantzig.generator Dantzig data generator
dantzig.selector Dantzig selector
fastclime The main solver for fastclime package
fastclime.generator Data generator
fastclime.plot Graph visualization
fastclime.selector A precision matrix and path selector function for fastclime
fastlp A generic LP solver
paralp A solver for parameterized LP problems
plot.fastclime Plot function for S3 class "fastclime"
plot.sim Plot function for S3 class "sim"
print.fastclime Print 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