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✨
DESCRIPTION |NEWS
card.svg |card.png
CVglasso/json (API)

# 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:

Conda:

5.14 score 1 packages 46 scripts 641 downloads 1 exports 30 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK380
source / vignettesOK173
linux-release-x86_64OK135
macos-release-arm64OK113
macos-oldrel-arm64OK92
windows-develOK133
windows-releaseOK86
windows-oldrelOK79
wasm-releaseOK118

Exports:CVglasso

Dependencies:clicodetoolscpp11doParalleldplyrfarverforeachgenericsggplot2glassogluegtableisobanditeratorslabelinglifecyclemagrittrpillarpkgconfigR6RColorBrewerrlangS7scalestibbletidyselectutf8vctrsviridisLitewithr

Benchmarks
Rendered fromBenchmark.Rmdusingknitr::knitr

Last update: 2026-05-19
Started: 2018-08-01

CVglasso Tutorial
Introduction | Simulation | More advanced options
Rendered fromTutorial.Rmdusingknitr::knitr

Last update: 2026-05-19
Started: 2018-06-04