Package: ADMMsigma
Type: Package
Title: Penalized Precision Matrix Estimation via ADMM
Version: 2.1
Date: 2018-07-31
Authors@R: person("Matt", "Galloway", email = "gall0441@umn.edu",
                  role = c("aut", "cre"))
Description: 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.
URL: https://github.com/MGallow/ADMMsigma
BugReports: https://github.com/MGallow/ADMMsigma/issues
License: GPL (>= 2)
ByteCompile: TRUE
NeedsCompilation: yes
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports: stats, parallel, foreach, ggplot2, dplyr
Depends: Rcpp (>= 0.12.10), RcppProgress (>= 0.1), doParallel
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
Suggests: testthat, knitr, rmarkdown, microbenchmark, pkgdown
SystemRequirements: GNU make
VignetteBuilder: knitr
Packaged: 2018-08-02 00:40:10 UTC; Matt
Author: Matt Galloway [aut, cre]
Maintainer: Matt Galloway <gall0441@umn.edu>
Repository: CRAN
Date/Publication: 2018-08-02 17:10:02 UTC
Built: R 4.2.3; x86_64-w64-mingw32; 2024-04-24 02:32:20 UTC; windows
ExperimentalWindowsRuntime: ucrt
Archs: x64
