MGallow/SCPME: Shrinking Characteristics of Precision Matrix Estimators
Version 1.0

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: .

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version1.0
URL https://github.com/MGallow/SCPME
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("MGallow/SCPME")
MGallow/SCPME documentation built on Aug. 10, 2018, 2:24 p.m.