Provides algorithms to solve popular optimization problems in statistics such as regression or denoising based on Alternating Direction Method of Multipliers (ADMM). See Boyd et al (2010) <doi:10.1561/2200000016> for complete introduction to the method.
| Version: | 0.3.2 |
| Imports: | Rcpp, Matrix, Rdpack, stats, doParallel, foreach, parallel, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2020-04-22 |
| Author: | Kisung You |
| Maintainer: | Kisung You <kyoustat at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | ADMM results |
| Reference manual: | ADMM.pdf |
| Package source: | ADMM_0.3.2.tar.gz |
| Windows binaries: | r-devel: ADMM_0.3.2.zip, r-release: ADMM_0.3.2.zip, r-oldrel: ADMM_0.3.2.zip |
| macOS binaries: | r-release: ADMM_0.3.2.tgz, r-oldrel: ADMM_0.3.2.tgz |
| Old sources: | ADMM archive |
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