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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | CVglasso_1.0.tar.gz |
51.4 KiB |
1.0 |
rolling linux/noble R-4.5 | CVglasso_1.0.tar.gz |
51.3 KiB |
1.0 |
rolling source/ R- | CVglasso_1.0.tar.gz |
10.3 KiB |
1.0 |
latest linux/jammy R-4.5 | CVglasso_1.0.tar.gz |
51.4 KiB |
1.0 |
latest linux/noble R-4.5 | CVglasso_1.0.tar.gz |
51.3 KiB |
1.0 |
latest source/ R- | CVglasso_1.0.tar.gz |
10.3 KiB |
1.0 |
2026-04-26 source/ R- | CVglasso_1.0.tar.gz |
10.3 KiB |
1.0 |
2026-04-23 source/ R- | CVglasso_1.0.tar.gz |
10.3 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | CVglasso_1.0.zip |
54.0 KiB |
1.0 |
2025-04-20 source/ R- | CVglasso_1.0.tar.gz |
10.3 KiB |