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GGMncv: Gaussian Graphical Models with Nonconvex Regularization

Estimate Gaussian graphical models with nonconvex penalties <doi:10.31234/osf.io/ad57p>, including the 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 <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>. There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference <doi:10.1214/15-EJS1031>.

Version: 2.1.1
Depends: R (≥ 4.0.0)
Imports: Rcpp (≥ 1.0.4.6), Rdpack (≥ 0.11-1), reshape, GGally (≥ 1.4.0), ggplot2 (≥ 3.3.0), glassoFast (≥ 1.0), network (≥ 1.15), numDeriv (≥ 2016.8-1.1), mathjaxr (≥ 1.0-1), MASS (≥ 7.3-51.5), methods, parallel, pbapply, sna (≥ 2.5), stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: car, corpcor, corrplot, dplyr, NetworkToolbox, NetworkComparisonTest, nlshrink, rmarkdown, knitr
Published: 2021-12-15
DOI: 10.32614/CRAN.package.GGMncv
Author: Donald Williams [aut, cre]
Maintainer: Donald Williams <drwwilliams at ucdavis.edu>
BugReports: https://github.com/donaldRwilliams/GGMncv/issues
License: GPL-2
NeedsCompilation: yes
Materials: README
CRAN checks: GGMncv results

Documentation:

Reference manual: GGMncv.pdf
Vignettes: NCT: CPU Time
High Dimensional Data: Must Read!!
Custom Network Comparison Tests
NCT: Null Distributions
Positive Manifold (Sign Restriction)

Downloads:

Package source: GGMncv_2.1.1.tar.gz
Windows binaries: r-devel: GGMncv_2.1.1.zip, r-release: GGMncv_2.1.1.zip, r-oldrel: GGMncv_2.1.1.zip
macOS binaries: r-release (arm64): GGMncv_2.1.1.tgz, r-oldrel (arm64): GGMncv_2.1.1.tgz, r-release (x86_64): GGMncv_2.1.1.tgz, r-oldrel (x86_64): GGMncv_2.1.1.tgz
Old sources: GGMncv archive

Reverse dependencies:

Reverse imports: GGMnonreg, IRCcheck
Reverse suggests: bootnet

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GGMncv 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.
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