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)covglasso_1.0.3.zip(r-4.6)covglasso_1.0.3.zip(r-4.5)
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✨
card.svg |card.png
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.

openblas cpp

1.48 score 1 packages 2 scripts 261 downloads 2 exports 2 dependencies

Last updated from:7f3bf03479. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	113
linux-devel-x86_64	OK	320
source / vignettes	OK	154
linux-release-arm64	OK	112
linux-release-x86_64	OK	119
macos-release-arm64	OK	164
macos-release-x86_64	OK	236
macos-oldrel-arm64	OK	202
macos-oldrel-x86_64	OK	242
windows-devel	OK	111
windows-release	OK	111
windows-oldrel	OK	94
wasm-release	OK	99