The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Estimates a lasso penalized precision matrix via the blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package that extends and enhances its capabilities. These enhancements include built-in cross validation and visualizations. See Friedman et al (2008) <doi:10.1093/biostatistics/kxm045> for details regarding the estimation method.
| Version: | 1.0 |
| Depends: | doParallel |
| Imports: | stats, parallel, foreach, ggplot2, dplyr, glasso |
| Suggests: | testthat |
| Published: | 2018-06-04 |
| Author: | Matt Galloway [aut, cre] |
| Maintainer: | Matt Galloway <gall0441 at umn.edu> |
| BugReports: | https://github.com/MGallow/CVglasso/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/MGallow/CVglasso |
| NeedsCompilation: | no |
| CRAN checks: | CVglasso results |
| Reference manual: | CVglasso.pdf |
| Package source: | CVglasso_1.0.tar.gz |
| Windows binaries: | r-devel: CVglasso_1.0.zip, r-release: CVglasso_1.0.zip, r-oldrel: CVglasso_1.0.zip |
| macOS binaries: | r-release (arm64): CVglasso_1.0.tgz, r-oldrel (arm64): CVglasso_1.0.tgz, r-release (x86_64): CVglasso_1.0.tgz, r-oldrel (x86_64): CVglasso_1.0.tgz |
| Reverse imports: | comparison, GGRidge |
Please use the canonical form https://CRAN.R-project.org/package=CVglasso to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.