SCPME (1.0)

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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: .

Maintainer: Matt Galloway
Author(s): Matt Galloway [aut, cre]

License: GPL (>= 2)

Uses: doParallel, dplyr, foreach, ggplot2, Rcpp, RcppProgress, glasso, testthat, microbenchmark, knitr, rmarkdown, pkgdown

Released over 1 year ago.



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