NEWS.md

In ADMMsigma: Penalized Precision Matrix Estimation via ADMM

ADMMsigma 2.1

• Lots and lots of minor bug fixes

• Added several (some modified) vignettes for clarity on the underlying algorithm and utility of the package (see the package website)

• Reversed the ADMM algorithm sequence -- which improves computation speed

ADMMsigma 2.0

• ADMMsigma is a major version release and total re-work of the original package.

• Updates include further parallel computing capabilities, automatic selection of tuning parameter grid, and updated graphics. Many options for "ADMMsigma" have been added and/or re-named. Please refer to the manual for more detailed information.

ADMMsigma documentation built on May 2, 2019, 6:23 a.m.