Package: CVglasso 1.0

Matt Galloway

CVglasso: Lasso Penalized Precision Matrix Estimation

Estimates a lasso penalized precision matrix via the blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package and extends and enhances its capabilities. These enhancements include built-in cross validation and visualizations. See Friedman et al (2008) <doi:10.1093/biostatistics/kxm045> for details regarding the estimation method.

Authors:Matt Galloway [aut, cre]

CVglasso_1.0.tar.gz
CVglasso_1.0.zip(r-4.5)CVglasso_1.0.zip(r-4.4)CVglasso_1.0.zip(r-4.3)
CVglasso_1.0.tgz(r-4.4-any)CVglasso_1.0.tgz(r-4.3-any)
CVglasso_1.0.tar.gz(r-4.5-noble)CVglasso_1.0.tar.gz(r-4.4-noble)
CVglasso_1.0.tgz(r-4.4-emscripten)CVglasso_1.0.tgz(r-4.3-emscripten)
CVglasso.pdf |CVglasso.html✨
CVglasso/json (API)
NEWS

# Install 'CVglasso' in R:

install.packages('CVglasso', repos = c('https://mgallow.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mgallow/cvglasso/issues

On CRAN:

covariance-matrix glasso lasso precision-matrix

4.97 score 1 packages 31 scripts 208 downloads 1 exports 36 dependencies

Last updated 7 years agofrom:234fbde795. Checks:7 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Jan 03 2025
R-4.5-win	OK	Jan 03 2025
R-4.5-linux	OK	Jan 03 2025
R-4.4-win	OK	Jan 03 2025
R-4.4-mac	OK	Jan 03 2025
R-4.3-win	OK	Jan 03 2025
R-4.3-mac	OK	Jan 03 2025