Estimates a lasso penalized precision matrix via blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package and 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.
| Version: |
1.0.1 |
| Imports: |
doParallel, dplyr, foreach, ggplot2, glasso, parallel, stats |
| Suggests: |
testthat, rmarkdown, knitr, pkgdown, microbenchmark |
| Published: |
2026-05-20 |
| DOI: |
10.32614/CRAN.package.CVglasso |
| Author: |
Matt Galloway [aut],
James Curran [aut, cre] |
| Maintainer: |
James Curran <j.curran at auckland.ac.nz> |
| BugReports: |
https://github.com/jmcurran/CVglasso/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/jmcurran/CVglasso |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
CVglasso results |