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
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covglasso.pdf |covglasso.html✨
covglasso/json (API)
NEWS

# 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.

1.00 score 1 scripts 234 downloads 2 exports 2 dependencies

Last updated 3 years agofrom:7f3bf03479. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 07 2024
R-4.5-win-x86_64	OK	Nov 07 2024
R-4.5-linux-x86_64	OK	Nov 07 2024
R-4.4-win-x86_64	OK	Nov 07 2024
R-4.4-mac-x86_64	OK	Nov 07 2024
R-4.4-mac-aarch64	OK	Nov 07 2024
R-4.3-win-x86_64	OK	Nov 07 2024
R-4.3-mac-x86_64	OK	Nov 07 2024
R-4.3-mac-aarch64	OK	Nov 07 2024