cescwang85/EQUAL: An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

We develop an Efficient admm algorithm via the QUAdratic Loss (EQUAL) for high dimensional precision matrix estimation.

Getting started

Package details

AuthorCheng Wang and Binyan Jiang
MaintainerCheng Wang <chengwang@sjtu.edu.cn>
LicenseGPL-2
Version1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("cescwang85/EQUAL")
cescwang85/EQUAL documentation built on Nov. 26, 2022, 1:27 a.m.