Estimates a lasso penalized precision matrix via the blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package that extends and enhances its capabilities. These enhancements include built-in cross validation and visualizations. See Friedman et al (2008) <doi:10.1093/biostatistics/kxm045> for details regarding the estimation method.
| Version: | 1.0 |
| Depends: | doParallel |
| Imports: | stats, parallel, foreach, ggplot2, dplyr, glasso |
| Suggests: | testthat |
| Published: | 2018-06-04 |
| Author: | Matt Galloway [aut, cre] |
| Maintainer: | Matt Galloway <gall0441 at umn.edu> |
| BugReports: | https://github.com/MGallow/CVglasso/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/MGallow/CVglasso |
| NeedsCompilation: | no |
| CRAN checks: | CVglasso results |
| Reference manual: | CVglasso.pdf |
| Package source: | CVglasso_1.0.tar.gz |
| Windows binaries: | r-devel: CVglasso_1.0.zip, r-release: CVglasso_1.0.zip, r-oldrel: CVglasso_1.0.zip |
| macOS binaries: | r-release: CVglasso_1.0.tgz, r-oldrel: CVglasso_1.0.tgz |
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