Nothing
SCPME: Shrinking Characteristics of Precision Matrix Estimators
Estimates a penalized precision matrix via an augmented ADMM algorithm. This package is an implementation of the methods described in "Shrinking Characteristics of Precision Matrix Estimators" by Aaron J. Molstad, PhD and Adam J. Rothman, PhD. The manuscript can be found here: <doi:10.1093/biomet/asy023> .
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Matt Galloway [aut, cre] |
| Maintainer | Matt Galloway <gall0441@umn.edu> |
| License | GPL (>= 2) |
| Version | 1.0 |
| URL | https://github.com/MGallow/SCPME |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the SCPME package in your browser
Any scripts or data that you put into this service are public.
