Package: camel
Type: Package
Title: Calibrated Machine Learning
Version: 0.2.0
Date: 2013-09-09
Author: Xingguo Li, Tuo Zhao, and Han Liu
Maintainer: Xingguo Li <xingguo.leo@gmail.com>
Depends: R (>= 2.15.0), lattice, igraph, MASS, Matrix
Description: The package "camel" provides the implementation of a family of high-dimensional calibrated machine learning tools, including (1) LAD, SQRT Lasso and Calibrated Dantzig Selector for estimating sparse linear models; (2) Calibrated Multivariate Regression for estimating sparse multivariate linear models; (3) Tiger, Calibrated Clime for estimating sparse Gaussian graphical models. We adopt the combination of the dual smoothing and monotone fast iterative soft-thresholding algorithm (MFISTA). The computation is memory-optimized using the sparse matrix output, and accelerated by the path following and active set tricks.
License: GPL-2
Repository: CRAN
Packaged: 2013-09-09 00:53:44 UTC; leo
NeedsCompilation: yes
Date/Publication: 2013-09-09 15:49:04
Built: R 3.1.0; x86_64-apple-darwin10.8.0; 2013-11-27 01:05:22 UTC; unix
Archs: camel.so.dSYM
