Package: covglasso
Version: 1.0.3
Date: 2021-07-14
Title: Sparse Covariance Matrix Estimation
Description: 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@R: c(person("Michael", "Fop", role = c("aut", "cre"), 
                  email = "michael.fop@ucd.ie",
                  comment = c(ORCID = "0000-0003-3936-2757")),
                  person("Hao", "Wang", role = "ctb"))
Maintainer: Michael Fop <michael.fop@ucd.ie>
Depends: R (>= 3.4)
Imports: Rcpp (>= 1.0)
Suggests: MASS
LinkingTo: Rcpp, RcppArmadillo
License: GPL-3
ByteCompile: true
NeedsCompilation: yes
Encoding: UTF-8
Packaged: 2026-10-09 09:49:05 UTC; root
Author: Michael Fop [aut, cre]
        (<https://orcid.org/0000-0003-3936-2757>), Hao Wang [ctb]
Repository: https://michaelfop.r-universe.dev
Date/Publication: 2021-07-14 14:10:16 UTC
RemoteUrl: https://github.com/cran/covglasso
RemoteRef: HEAD
RemoteSha: 7f3bf034791c18c2041b86db37fc0913c74bf997