cxreg
Complex-Valued Lasso and Complex-Valued Graphical Lasso
Implements 'glmnet'-style complex-valued lasso (CLASSO) and complex-valued graphical lasso (CGLASSO) via a pathwise coordinate descent algorithm for complex-valued parameters, using an isomorphism between complex numbers and 2x2 orthogonal matrices. Also provides a full inference pipeline for high-dimensional sparse spectral precision matrices, including data-driven bandwidth selection, one-step debiasing, asymptotic variance estimation, entry-wise confidence regions, and FDR-controlled hypothesis testing. Supporting tools for cross-validation, simulation, coefficient extraction, and plotting are included. See Deb, Kuceyeski, and Basu (2024) <doi:10.48550/arXiv.2401.11128> and Deb, Kim, and Basu (2026) <doi:10.48550/arXiv.2606.07986>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.2 |
rolling linux/jammy R-4.5 | cxreg_1.1.2.tar.gz |
441.8 KiB |
1.1.2 |
rolling linux/noble R-4.5 | cxreg_1.1.2.tar.gz |
442.1 KiB |
1.1.2 |
rolling source/ R- | cxreg_1.1.2.tar.gz |
286.8 KiB |
1.1.2 |
latest linux/jammy R-4.5 | cxreg_1.1.2.tar.gz |
441.8 KiB |
1.1.2 |
latest linux/noble R-4.5 | cxreg_1.1.2.tar.gz |
442.1 KiB |
1.1.2 |
latest source/ R- | cxreg_1.1.2.tar.gz |
286.8 KiB |
1.1.2 |
2026-04-23 source/ R- | cxreg_1.1.2.tar.gz |
0 B |