covglasso: Sparse Covariance Matrix Estimation
Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.
| Version: | 1.0.3 |
| Depends: | R (≥ 3.4) |
| Imports: | Rcpp (≥ 1.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | MASS |
| Published: | 2021-07-14 |
| Author: | Michael Fop  [aut,
cre],
Hao Wang [ctb] |
| Maintainer: | Michael Fop <michael.fop at ucd.ie> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | covglasso results |
Documentation:
| Reference manual: | covglasso.pdf |
Downloads:
| Package source: | covglasso_1.0.3.tar.gz |
| Windows binaries: | r-devel: covglasso_1.0.3.zip, r-release: covglasso_1.0.3.zip, r-oldrel: covglasso_1.0.3.zip |
| macOS binaries: | r-release (arm64): covglasso_1.0.3.tgz, r-oldrel (arm64): covglasso_1.0.3.tgz, r-release (x86_64): covglasso_1.0.3.tgz, r-oldrel (x86_64): covglasso_1.0.3.tgz |
| Old sources: | covglasso archive |
Linking:
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