SCPME
1.0Shrinking Characteristics of Precision Matrix Estimators
Overview
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 .
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People & History
1 release. R releases are shown for context.
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-04-27check issues were not corrected in time length > 1 in && or ||
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.02018-08-13
- RR 3.5.0 released · 2018-04-23
Package metadata
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- 1
- License
- GPL (>= 2) OSI
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