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GGMncv  

Gaussian Graphical Models with Nonconvex Regularization
View on CRAN: Click here


Download and install GGMncv package within the R console
Install from CRAN:
install.packages("GGMncv")

Install from Github:
library("remotes")
install_github("cran/GGMncv")

Install by package version:
library("remotes")
install_version("GGMncv", "2.1.1")



Attach the package and use:
library("GGMncv")
Maintained by
Donald Williams
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-07-06
Latest Update: 2021-12-15
Description:
Estimate Gaussian graphical models with nonconvex penalties , including the atan Wang and Zhu (2016) , seamless L0 Dicker, Huang, and Lin (2013) , exponential Wang, Fan, and Zhu , smooth integration of counting and absolute deviation Lv and Fan (2009) , logarithm Mazumder, Friedman, and Hastie (2011) , Lq, smoothly clipped absolute deviation Fan and Li (2001) , and minimax concave penalty Zhang (2010) . There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference .
How to cite:
Donald Williams (2020). GGMncv: Gaussian Graphical Models with Nonconvex Regularization. R package version 2.1.1, https://cran.r-project.org/web/packages/GGMncv
Previous versions and publish date:
1.0.0 (2020-07-06 14:40), 1.1.0 (2020-07-12 00:00), 2.0.0 (2020-11-16 09:10), 2.1.0 (2021-12-14 09:20)
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