SLOBE-Rcpp

Code for SLOBE algorithm in Rcpp

Usage

Both files are meant to be imported to R using the sourcecpp function in Rcpp library:

  library(Rcpp)
  
  Rcpp::sourceCpp('SLOBE_cpp.cpp') 
  Rcpp::sourceCpp('SLOBE_cpp_missing.cpp')

This will create in R environment functions 'SLOBE_admm_approx' and 'SLOBE_admm_approx_missing'