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:
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
covariance-matrixglassolassoprecision-matrix
Last updated 6 years agofrom:234fbde795. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 04 2024 |
R-4.5-win | OK | Nov 04 2024 |
R-4.5-linux | OK | Nov 04 2024 |
R-4.4-win | OK | Nov 04 2024 |
R-4.4-mac | OK | Nov 04 2024 |
R-4.3-win | OK | Nov 04 2024 |
R-4.3-mac | OK | Nov 04 2024 |
Exports:CVglasso
Dependencies:clicodetoolscolorspacedoParalleldplyrfansifarverforeachgenericsggplot2glassogluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbletidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Penalized precision matrix estimation | CVglasso |
Plot CVglasso object | plot.CVglasso |