Package: CVglasso 1.0.1

CVglasso: Lasso Penalized Precision Matrix Estimation

Estimates a lasso penalized precision matrix via blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package and 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.

Authors:Matt Galloway [aut], James Curran [aut, cre]

CVglasso_1.0.1.tar.gz
CVglasso_1.0.1.zip(r-4.7)CVglasso_1.0.1.zip(r-4.6)CVglasso_1.0.1.zip(r-4.5)
CVglasso_1.0.1.tgz(r-4.6-any)CVglasso_1.0.1.tgz(r-4.5-any)
CVglasso_1.0.1.tar.gz(r-4.7-any)CVglasso_1.0.1.tar.gz(r-4.6-any)
CVglasso_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
CVglasso/json (API)
NEWS

# Install 'CVglasso' in R:

install.packages('CVglasso', repos = c('https://jmcurran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jmcurran/cvglasso/issues

On CRAN:

5.11 score 1 packages 43 scripts 300 downloads 1 exports 30 dependencies

Last updated from:56986970c4. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	136
source / vignettes	OK	227
linux-release-x86_64	OK	133
macos-release-arm64	OK	94
macos-oldrel-arm64	OK	100
windows-devel	OK	95
windows-release	OK	113
windows-oldrel	OK	102
wasm-release	OK	116