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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> .
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 
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