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Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation

v0.5.0 · Jun 22, 2022 · GPL-2

Description

A robust constrained L1 minimization method for estimating a large sparse inverse covariance matrix (aka precision matrix), and recovering its support for building graphical models. The computation uses linear programming. The method was published in TT Cai, W Liu, X Luo (2011) <doi:10.1198/jasa.2011.tm10155>.

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2 NOTE

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r-devel-windows-x86_64	OK	61s
r-oldrel-macos-arm64	OK
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r-oldrel-windows-x86_64	OK	57s
r-patched-linux-x86_64	OK	33.4s
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Check details (2 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
               person(given = "Weidong",
                      family = "Liu",
                      role = "aut"),
               person(given = "Xi",
                      family = "Luo",
                      role = "aut",
                      comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
               person(given = "Weidong",
                      family = "Liu",
                      role = "aut"),
               person(given = "Xi",
                      family = "Luo",
                      role = "aut",
                      comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

Check History

NOTE 11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

WARNING 11 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE May 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

WARNING r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Xi (Rossi) Luo <xi.rossi.luo@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("T.", "Tony"),
                      family = "Cai",
                      role = "aut"),
            
...[truncated]...
         comment = "Rossi"),
               person(given = "Xi",
                      family = "Luo",
                      role = "cre",
                      email = "xi.rossi.luo@gmail.com",
                      comment = "Rossi"))
as necessary.

Reverse Dependencies (5)

depends

DensParcorr growthrate

imports

HDTSA

suggests

lorec pulsar

Dependency Network

Version History

5 tracked

new 0.5.0 Mar 10, 2026

updated 0.5.0 ← 0.4.1 diff Jun 21, 2022

updated 0.4.1 ← 0.3 diff May 5, 2012

updated 0.3 ← 0.2 diff Jul 22, 2011

new 0.2 Feb 2, 2011