Package: GGMncv 2.1.2

Philippe Rast

GGMncv: Gaussian Graphical Models with Nonconvex Regularization

Estimate Gaussian graphical models with nonconvex penalties, including methods described by Williams (2020) <doi:10.31234/osf.io/ad57p>. Penalties include atan (Wang and Zhu, 2016) <doi:10.1155/2016/6495417>, seamless L0 (Dicker, Huang and Lin, 2013) <doi:10.5705/ss.2011.074>, exponential (Wang, Fan and Zhu, 2018) <doi:10.1007/s10463-016-0588-3>, smooth integration of counting and absolute deviation (Lv and Fan, 2009) <doi:10.1214/09-AOS683>, logarithm (Mazumder, Friedman and Hastie, 2011) <doi:10.1198/jasa.2011.tm09738>, Lq, smoothly clipped absolute deviation (Fan and Li, 2001) <doi:10.1198/016214501753382273>, and minimax concave penalty (Zhang, 2010) <doi:10.1214/09-AOS729>. The package also provides extensions for variable inclusion probabilities, multiple regression coefficients, and statistical inference (Janková and van de Geer, 2015) <doi:10.1214/15-EJS1031>.

Authors:Donald Williams [aut], Philippe Rast [cre]

GGMncv_2.1.2.tar.gz
GGMncv_2.1.2.zip(r-4.7-x86_64)GGMncv_2.1.2.zip(r-4.7-arm64)GGMncv_2.1.2.zip(r-4.6-x86_64)GGMncv_2.1.2.zip(r-4.6-arm64)
GGMncv_2.1.2.tar.gz(r-4.7-arm64)GGMncv_2.1.2.tar.gz(r-4.7-x86_64)GGMncv_2.1.2.tar.gz(r-4.6-arm64)GGMncv_2.1.2.tar.gz(r-4.6-x86_64)
GGMncv_2.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
GGMncv/json (API)

# Install 'GGMncv' in R:
install.packages('GGMncv', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rast-lab/ggmncv/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • bfi - Data: 25 Personality items representing 5 factors
  • ptsd - Data: Post-Traumatic Stress Disorder
  • Sachs - Data: Sachs Network

On CRAN:

Conda:

openblascpp

3.72 score 1 stars 21 scripts 373 downloads 17 exports 54 dependencies

Last updated from:f1edfd693a. Checks:10 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK186
linux-devel-x86_64OK161
source / vignettesOK331
linux-release-arm64OK140
linux-release-x86_64OK156
windows-devel-arm64OK263
windows-devel-x86_64OK172
windows-release-arm64OK242
windows-release-x86_64OK142
wasm-releaseOK143

Exports:boot_eipcompare_edgesconfirm_edgesconstraineddesparsifygen_netget_graphggmncvinferencekl_mvnledoit_wolfmle_known_graphnctpenalty_derivativepenalty_functionscore_binarysignificance_test

Dependencies:clicodacpp11crayondplyrfarverforcatsgenericsGGallyggplot2ggstatsglassoFastgluegtablehmsisobandlabelinglatticelifecyclemagrittrMASSmathjaxrMatrixnetworknumDerivpatchworkpbapplypillarpkgconfigplyrprettyunitsprogresspurrrR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackreshaperlangS7scalessnastatnet.commonstringistringrtibbletidyrtidyselectutf8vctrsviridisLitewithr

Custom Network Comparison Tests
Introdution | Correlation | Predictability | References
Rendered fromnct_custom.Rmdusingknitr::rmarkdown

Last update: 2026-05-04
Started: 2021-12-14

High Dimensional Data: Must Read!!
Introduction | Failure Altogether | Solution | Works but Bad Performance | References
Rendered fromhigh_dim.Rmdusingknitr::rmarkdown

Last update: 2026-05-04
Started: 2021-12-14

NCT: CPU Time
Introduction | CPU Time | References
Rendered fromcpu_time.Rmdusingknitr::rmarkdown

Last update: 2026-05-04
Started: 2021-12-14

NCT: Null Distributions
Introduction | De-Sparsified Glasso | Distribution of $p$-values | QQplot | Error rate | Discussion | References
Rendered fromnull_dist.Rmdusingknitr::rmarkdown

Last update: 2026-05-04
Started: 2021-12-14

Positive Manifold (Sign Restriction)
Introduction | Packages | Correlations | Partial Correlations | GGM | Sign Restriction | Alternative Approach
Rendered fromsign_restrict.Rmdusingknitr::rmarkdown

Last update: 2026-05-04
Started: 2021-12-14