Package: ADMMsigma 2.1
Matt Galloway
ADMMsigma: Penalized Precision Matrix Estimation via ADMM
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.
Authors:
ADMMsigma_2.1.tar.gz
ADMMsigma_2.1.tar.gz(r-4.5-noble)ADMMsigma_2.1.tar.gz(r-4.4-noble)
ADMMsigma_2.1.tgz(r-4.4-emscripten)ADMMsigma_2.1.tgz(r-4.3-emscripten)
ADMMsigma.pdf |ADMMsigma.html✨
ADMMsigma/json (API)
NEWS
| # Install 'ADMMsigma' in R: |
| install.packages('ADMMsigma', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mgallow/admmsigma/issues
Last updated 6 years agofrom:8fea68c4f9. Checks:ERROR: 1 OK: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | FAIL | Dec 30 2024 |
| R-4.5-linux-x86_64 | OK | Dec 30 2024 |
Exports:ADMMcADMMsigmaRIDGEcRIDGEsigma
Dependencies:clicodetoolscolorspacedoParalleldplyrfansifarverforeachgenericsggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadilloRcppProgressrlangscalestibbletidyselectutf8vctrsviridisLitewithr
ADMMsigma Tutorial
Rendered fromTutorial.Rmdusingknitr::knitron Dec 30 2024.Last update: 2018-08-02
Started: 2018-08-02
Precision Matrix Estimation via ADMM
Rendered fromDetails.Rmdusingknitr::knitron Dec 30 2024.Last update: 2018-08-02
Started: 2018-08-02
Simulations
Rendered fromSimulations.Rmdusingknitr::knitron Dec 30 2024.Last update: 2018-08-02
Started: 2018-08-02
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Penalized precision matrix estimation via ADMM | ADMMsigma |
| Plot ADMM object | plot.ADMM |
| Plot RIDGE object | plot.RIDGE |
| Ridge penalized precision matrix estimation | RIDGEsigma |