Package: Glarmadillo
Title: Solve the Graphical Lasso Problem with 'Armadillo'
Version: 1.1.1
Authors@R: c(
    person(given = "Alessandro",
           family = "Meng",
           role = c("aut", "cre"),
           email = "mengfangeng@ruc.edu.cn")
    )
Description: Efficiently implements the Graphical Lasso algorithm,
        utilizing the 'Armadillo' 'C++' library for rapid computation.
        This algorithm introduces an L1 penalty to derive sparse
        inverse covariance matrices from observations of multivariate
        normal distributions. Features include the generation of random
        and structured sparse covariance matrices, beneficial for
        simulations, statistical method testing, and educational
        purposes in graphical modeling. A unique function for
        regularization parameter selection based on predefined sparsity
        levels is also offered, catering to users with specific
        sparsity requirements in their models. The methodology for
        sparse inverse covariance estimation implemented in this
        package is based on the work of Friedman, Hastie, and
        Tibshirani (2008) <doi:10.1093/biostatistics/kxm045>.
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: stats, Rcpp (>= 0.12), RcppArmadillo
Depends: R (>= 3.3)
LinkingTo: Rcpp (>= 0.12), RcppArmadillo
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2026-07-08 08:21:14 UTC; root
Author: Alessandro Meng [aut, cre]
Maintainer: Alessandro Meng <mengfangeng@ruc.edu.cn>
Repository: https://cran.r-universe.dev
Date/Publication: 2023-12-16 02:35:32 UTC
RemoteUrl: https://github.com/cran/Glarmadillo
RemoteRef: HEAD
RemoteSha: d3aedc495c9d1351715808526f7db74a6d665c5f