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covglasso  

Sparse Covariance Matrix Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("covglasso", "1.0.3")



Attach the package and use:
library("covglasso")
Maintained by
Michael Fop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-01-15
Latest Update: 2021-07-14
Description:
Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) using the fast coordinate descent algorithm of Wang (2014) .
How to cite:
Michael Fop (2020). covglasso: Sparse Covariance Matrix Estimation. R package version 1.0.3, https://cran.r-project.org/web/packages/covglasso. Accessed 03 Dec. 2024.
Previous versions and publish date:
1.0.1 (2020-02-08 13:00), 1.0.2 (2020-05-29 12:30), 1.0 (2020-01-15 11:30)
Other packages that cited covglasso R package
View covglasso citation profile
Other R packages that covglasso depends, imports, suggests or enhances
Complete documentation for covglasso
Functions, R codes and Examples using the covglasso R package
Some associated functions: control . covglasso-package . covglasso . 
Some associated R codes: RcppExports.R . covglasso.R . utils.R . zzz.R .  Full covglasso package functions and examples
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