Other packages > Find by keyword >

Glarmadillo  

Solve the Graphical Lasso Problem with 'Armadillo'
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("Glarmadillo", "1.1.1")



Attach the package and use:
library("Glarmadillo")
Maintained by
Alessandro Meng
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-12-15
Latest Update: 2023-12-15
Description:
Efficiently implements the Graphical Lasso algorithm, utilizing the 'Armadillo' 'C++' library for rapid computation. This algorithm introduces an L1 penalty to derive sparse inverse covariance matrices from observations of multivariate normal distributions. Features include the generation of random and structured sparse covariance matrices, beneficial for simulations, statistical method testing, and educational purposes in graphical modeling. A unique function for regularization parameter selection based on predefined sparsity levels is also offered, catering to users with specific sparsity requirements in their models. The methodology for sparse inverse covariance estimation implemented in this package is based on the work of Friedman, Hastie, and Tibshirani (2008) .
How to cite:
Alessandro Meng (2023). Glarmadillo: Solve the Graphical Lasso Problem with 'Armadillo'. R package version 1.1.1, https://cran.r-project.org/web/packages/Glarmadillo. Accessed 13 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited Glarmadillo R package
View Glarmadillo citation profile
Other R packages that Glarmadillo depends, imports, suggests or enhances
Complete documentation for Glarmadillo
Functions, R codes and Examples using the Glarmadillo R package
Full Glarmadillo package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

TSEwgt  
Total Survey Error Under Multiple, Different Weighting Schemes
Calculates total survey error (TSE) for a survey under multiple, different weighting schemes, using ...
Download / Learn more Package Citations See dependency  
cmdfun  
Framework for Building Interfaces to Shell Commands
Writing interfaces to command line software is cumbersome. 'cmdfun' provides a framework for buildi ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
tvmComp  
Discounting and Compounding Calculations for Various Scenarios
Functions for compounding and discounting calculations included here serve as a complete reference f ...
Download / Learn more Package Citations See dependency  
saeMSPE  
Computing MSPE Estimates in Small Area Estimation
We describe a new R package entitled 'saeMSPE' for the well-known Fay Herriot model and nested error ...
Download / Learn more Package Citations See dependency  
oii  
Crosstab and Statistical Tests for OII MSc Stats Course
Provides simple crosstab output with optional statistics (e.g., Goodman-Kruskal Gamma, Somers' d, an ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA