To cite package ‘covglasso’ in publications use:

Fop M (2021). covglasso: Sparse Covariance Matrix Estimation. R package version 1.0.3, https://CRAN.R-project.org/package=covglasso.

Corresponding BibTeX entry:

  @Manual{,
    title = {covglasso: Sparse Covariance Matrix Estimation},
    author = {Michael Fop},
    year = {2021},
    note = {R package version 1.0.3},
    url = {https://CRAN.R-project.org/package=covglasso},
  }