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DESCRIPTION
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DESCRIPTION
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Package: SCPME
Type: Package
Title: Shrinking Characteristics of Precision Matrix Estimators
Version: 1.0
Date: 2018-08-09
Authors@R: person("Matt", "Galloway", email = "gall0441@umn.edu",
role = c("aut", "cre"))
Description: 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> .
URL: https://github.com/MGallow/SCPME
BugReports: https://github.com/MGallow/SCPME/issues
License: GPL (>= 2)
ByteCompile: TRUE
NeedsCompilation: yes
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports: stats,
parallel,
foreach,
ggplot2,
dplyr
Depends: Rcpp (>= 0.12.10),
RcppProgress (>= 0.1),
doParallel
LinkingTo: Rcpp,
RcppArmadillo,
RcppProgress
Suggests: testthat,
knitr,
rmarkdown,
microbenchmark,
glasso,
pkgdown
SystemRequirements: GNU make
VignetteBuilder: knitr