NEWS
AdaptiveGlasso 1.0.0 (2026-10-24)
Initial release
- Implements adaptive graphical lasso estimation for sparse precision-matrix and network estimation.
- Supports automatic selection of the regularization parameter by cross-validation using
CVglasso.
- Supports user-supplied fixed values of
lambda.
- Uses ridge stabilization of the sample covariance matrix.
- Constructs adaptive edge-specific weights and penalty matrices from an initial graphical lasso estimate.
- Provides fitted precision, covariance, adjacency, adaptive-weight, and adaptive-penalty matrices.
- Includes methods for printing fitted objects and extracting fitted matrices with
coef().
- Supports settings with (n < p), (n = p), and (n > p).
- Includes automated unit tests and documentation for CRAN release.