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>.
Version: 1.0.3 Depends: R (≥ 3.4) Imports: Rcpp (≥ 1.0) LinkingTo: Rcpp, RcppArmadillo Suggests: MASS Published: 2021-07-14 DOI: 10.32614/CRAN.package.covglasso Author: Michael Fop [aut, cre], Hao Wang [ctb] Maintainer: Michael Fop <michael.fop at ucd.ie> License: GPL-3 NeedsCompilation: yes Materials: NEWS CRAN checks: covglasso results Documentation: Reference manual: covglasso.html , covglasso.pdf Downloads: Package source: covglasso_1.0.3.tar.gz Windows binaries: r-devel: covglasso_1.0.3.zip, r-release: covglasso_1.0.3.zip, r-oldrel: covglasso_1.0.3.zip macOS binaries: r-release (arm64): covglasso_1.0.3.tgz, r-oldrel (arm64): covglasso_1.0.3.tgz, r-release (x86_64): covglasso_1.0.3.tgz, r-oldrel (x86_64): covglasso_1.0.3.tgz Old sources: covglasso archive Reverse dependencies: Reverse imports: VecDep Linking:Please use the canonical form https://CRAN.R-project.org/package=covglasso to link to this page.
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