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 [aut, cre], Xiaozhi Zhu [aut] |
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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