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 |