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: | 0.3.1 |
Imports: | Rcpp, Matrix, Rdpack, stats, doParallel, foreach, parallel |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2018-09-28 |
Author: | Kisung You |
Maintainer: | Kisung You <kyou at nd.edu> |
License: | GPL (≥ 3) |
NeedsCompilation: | yes |
CRAN checks: | ADMM results |
Reference manual: | ADMM.pdf |
Package source: | ADMM_0.3.1.tar.gz |
Windows binaries: | r-devel: ADMM_0.3.1.zip, r-release: ADMM_0.3.1.zip, r-oldrel: ADMM_0.3.1.zip |
OS X binaries: | r-release: ADMM_0.3.1.tgz, r-oldrel: ADMM_0.3.1.tgz |
Old sources: | ADMM archive |
Reverse imports: | Rdimtools |
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