This package is considered a duplicate. The official version of this package is found at:https://michaelfop.r-universe.dev/covglasso
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-4.7-arm64)covglasso_1.0.3.tar.gz(r-4.7-x86_64)covglasso_1.0.3.tar.gz(r-4.6-arm64)covglasso_1.0.3.tar.gz(r-4.6-x86_64)
covglasso_1.0.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:7f3bf03479. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 125 | ||
| linux-devel-x86_64 | OK | 112 | ||
| source / vignettes | OK | 159 | ||
| linux-release-arm64 | OK | 156 | ||
| linux-release-x86_64 | OK | 115 | ||
| wasm-release | OK | 111 |
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 |
