Estimate Gaussian graphical models with non-convex penalties, including the atan Wang and Zhu (2016) <doi:10.1155/2016/6495417>, seamless L0 Dicker, Huang, and Lin (2013) <doi:10.5705/ss.2011.074>, exponential Wang, Fan, and Zhu <doi:10.1007/s10463-016-0588-3>, smooth integration of counting and absolute deviation Lv and Fan (2009) <doi:10.1214/09-AOS683>, logarithm Mazumder, Friedman, and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>, Lq, smoothly clipped absolute deviation Fan and Li (2001) <doi:10.1198/016214501753382273>, and minimax concave penalty Zhang (2010) <doi:10.1214/09-AOS729>. There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference <doi:10.1214/15-EJS1031>.
| Version: | 1.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rcpp (≥ 1.0.4.6), Rdpack (≥ 0.11-1), reshape, ggplot2 (≥ 3.3.0), glassoFast (≥ 1.0), numDeriv (≥ 2016.8-1.1), MASS (≥ 7.3-51.5), methods, psych (≥ 1.9.12.31), stats, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | qgraph (≥ 1.6.5) |
| Published: | 2020-07-11 |
| Author: | Donald Williams [aut, cre] |
| Maintainer: | Donald Williams <drwwilliams at ucdavis.edu> |
| BugReports: | https://github.com/donaldRwilliams/GGMncv/issues |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | GGMncv results |
| Reference manual: | GGMncv.pdf |
| Package source: | GGMncv_1.1.0.tar.gz |
| Windows binaries: | r-devel: GGMncv_1.1.0.zip, r-release: GGMncv_1.1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release: GGMncv_1.1.0.tgz, r-oldrel: not available |
| Old sources: | GGMncv archive |
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