Package: covglasso 1.0.3
Michael Fop
covglasso: Sparse Covariance Matrix Estimation
Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.
Authors:
covglasso_1.0.3.tar.gz
covglasso_1.0.3.tar.gz(r-4.5-noble)covglasso_1.0.3.tar.gz(r-4.4-noble)
covglasso_1.0.3.tgz(r-4.4-emscripten)covglasso_1.0.3.tgz(r-4.3-emscripten)
covglasso.pdf |covglasso.html✨
covglasso/json (API)
NEWS
| # Install 'covglasso' in R: |
| install.packages('covglasso', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:7f3bf03479. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 15 2024 |
| R-4.5-linux-x86_64 | OK | Oct 15 2024 |
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Sparse covariance matrix estimation | covglasso-package |
| Set control parameters | control |
| Sparse covariance matrix estimation | covglasso |
