The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Estimates a penalized precision matrix via the alternating direction method of multipliers (ADMM) algorithm. It currently supports a general elastic-net penalty that allows for both ridge and lasso-type penalties as special cases. This package is an alternative to the 'glasso' package. See Boyd et al (2010) <doi:10.1561/2200000016> for details regarding the estimation method.
| Version: | 2.1 |
| Depends: | Rcpp (≥ 0.12.10), RcppProgress (≥ 0.1), doParallel |
| Imports: | stats, parallel, foreach, ggplot2, dplyr |
| LinkingTo: | Rcpp, RcppArmadillo, RcppProgress |
| Suggests: | testthat, knitr, rmarkdown, microbenchmark, pkgdown |
| Published: | 2018-08-02 |
| Author: | Matt Galloway [aut, cre] |
| Maintainer: | Matt Galloway <gall0441 at umn.edu> |
| BugReports: | https://github.com/MGallow/ADMMsigma/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/MGallow/ADMMsigma |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | NEWS |
| CRAN checks: | ADMMsigma results |
| Reference manual: | ADMMsigma.pdf |
| Vignettes: |
Precision Matrix Estimation via ADMM Simulations ADMMsigma Tutorial |
| Package source: | ADMMsigma_2.1.tar.gz |
| Windows binaries: | r-devel: ADMMsigma_2.1.zip, r-release: ADMMsigma_2.1.zip, r-oldrel: ADMMsigma_2.1.zip |
| macOS binaries: | r-release (arm64): ADMMsigma_2.1.tgz, r-oldrel (arm64): ADMMsigma_2.1.tgz, r-release (x86_64): ADMMsigma_2.1.tgz, r-oldrel (x86_64): ADMMsigma_2.1.tgz |
| Old sources: | ADMMsigma archive |
Please use the canonical form https://CRAN.R-project.org/package=ADMMsigma to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.