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Implements 'glmnet'-style complex-valued lasso and complex-valued graphical lasso using a 'pathwise' coordinate descent algorithm for complex-valued parameters. The package provides supporting tools for estimation, simulation, and prediction. See Deb (2024) <doi:10.48550/ArXiv.2401.11128> for the algorithm description.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | fields, foreach, gdata, grDevices, Matrix, methods, mvtnorm, Rcpp, stats |
| Published: | 2025-09-17 |
| DOI: | 10.32614/CRAN.package.cxreg |
| Author: | Younghoon Kim [aut, cre], Navonil Deb [aut], Sumanta Basu [ctb] |
| Maintainer: | Younghoon Kim <yk748 at cornell.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| CRAN checks: | cxreg results [issues need fixing before 2025-10-01] |
| Reference manual: | cxreg.html , cxreg.pdf |
| Package source: | cxreg_1.0.0.tar.gz |
| Windows binaries: | r-devel: cxreg_1.0.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): cxreg_1.0.0.tgz, r-oldrel (arm64): cxreg_1.0.0.tgz, r-release (x86_64): cxreg_1.0.0.tgz, r-oldrel (x86_64): cxreg_1.0.0.tgz |
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