CVglasso: Lasso Penalized Precision Matrix Estimation

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
DOI: 10.32614/CRAN.package.CVglasso
Author: Matt Galloway [aut, cre]
Maintainer: Matt Galloway <gall0441 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: CVglasso results


Reference manual: CVglasso.pdf


Package source: CVglasso_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): CVglasso_1.0.tgz, r-oldrel (arm64): CVglasso_1.0.tgz, r-release (x86_64): CVglasso_1.0.tgz, r-oldrel (x86_64): CVglasso_1.0.tgz

Reverse dependencies:

Reverse imports: comparison, GGRidge


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