https://github.com/mgallow/admmsigma
Penalized precision matrix estimation via ADMM
https://github.com/mgallow/admmsigma
admm covariance-matrix glasso lasso precision-matrix ridge
Last synced: 4 months ago
JSON representation
Penalized precision matrix estimation via ADMM
- Host: GitHub
- URL: https://github.com/mgallow/admmsigma
- Owner: MGallow
- Created: 2018-02-23T23:08:46.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2018-08-02T01:36:33.000Z (almost 8 years ago)
- Last Synced: 2025-09-08T16:41:29.324Z (9 months ago)
- Topics: admm, covariance-matrix, glasso, lasso, precision-matrix, ridge
- Language: R
- Homepage: https://mgallow.github.io/ADMMsigma/
- Size: 18.1 MB
- Stars: 4
- Watchers: 1
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd