Package: covglasso 1.0.3

covglasso: Sparse Covariance Matrix Estimation

Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) <doi:10.1093/biomet/asr054> using the fast coordinate descent algorithm of Wang (2014) <doi:10.1007/s11222-013-9385-5>.

Authors:Michael Fop [aut, cre], Hao Wang [ctb]

covglasso_1.0.3.tar.gz
covglasso_1.0.3.zip(r-4.7-x86_64)covglasso_1.0.3.zip(r-4.7-arm64)covglasso_1.0.3.zip(r-4.6-x86_64)covglasso_1.0.3.zip(r-4.6-arm64)covglasso_1.0.3.zip(r-4.5-x86_64)
covglasso_1.0.3.tgz(r-4.6-x86_64)covglasso_1.0.3.tgz(r-4.6-arm64)covglasso_1.0.3.tgz(r-4.5-x86_64)covglasso_1.0.3.tgz(r-4.5-arm64)
covglasso_1.0.3.tar.gz(r-4.7-arm64)covglasso_1.0.3.tar.gz(r-4.7-x86_64)covglasso_1.0.3.tar.gz(r-4.6-arm64)covglasso_1.0.3.tar.gz(r-4.6-x86_64)
covglasso_1.0.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
covglasso/json (API)

# Install 'covglasso' in R:

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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblas cpp

1.48 score 1 packages 2 scripts 389 downloads 2 exports 2 dependencies

Last updated from:7f3bf03479. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	84
linux-devel-x86_64	OK	109
source / vignettes	OK	173
linux-release-arm64	OK	116
linux-release-x86_64	OK	105
macos-release-arm64	OK	127
macos-release-x86_64	OK	405
macos-oldrel-arm64	OK	101
macos-oldrel-x86_64	OK	252
windows-devel-arm64	OK	407
windows-devel-x86_64	OK	141
windows-release-arm64	OK	334
windows-release-x86_64	OK	109
windows-oldrel-x86_64	OK	105
wasm-release	OK	87