We provide implementation for a class of problems that use alternating direction method of multipliers (ADMM)-type algorithms.
InstallationYou can install the released version of ADMM from CRAN with:
And the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("kyoustat/ADMM")Currently, we support following classes of problems and functions. For more details, please see help pages of each function using help() function in your R session.
admm.bp Basis Pursuit admm.enet Elastic Net Regularization admm.genlasso Generalized LASSO admm.lad Least Absolute Deviations admm.lasso Least Absolute Shrinkage and Selection Operator admm.rpca Robust Principal Component Analysis admm.sdp Semidefinite Programming admm.spca Sparse Principal Component Analysis admm.tv Total Variation Minimization
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