GGMncv: Gaussian Graphical Models with Nonconvex Regularization
Estimate Gaussian graphical models with nonconvex penalties <doi:10.31234/osf.io/ad57p>,
including the atan Wang and Zhu (2016) <doi:10.1155/2016/6495417>,
seamless L0 Dicker, Huang, and Lin (2013) <doi:10.5705/ss.2011.074>,
exponential Wang, Fan, and Zhu <doi:10.1007/s10463-016-0588-3>,
smooth integration of counting and absolute deviation Lv and Fan (2009) <doi:10.1214/09-AOS683>,
logarithm Mazumder, Friedman, and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>,
Lq, smoothly clipped absolute deviation Fan and Li (2001) <doi:10.1198/016214501753382273>,
and minimax concave penalty Zhang (2010) <doi:10.1214/09-AOS729>. There are also extensions
for computing variable inclusion probabilities, multiple regression coefficients, and
statistical inference <doi:10.1214/15-EJS1031>.
| Version: |
2.0.0 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
Rcpp (≥ 1.0.4.6), Rdpack (≥ 0.11-1), reshape, ggplot2 (≥
3.3.0), glassoFast (≥ 1.0), numDeriv (≥ 2016.8-1.1), mathjaxr (≥ 1.0-1), MASS (≥ 7.3-51.5), methods, stats, utils |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
qgraph (≥ 1.6.5) |
| Published: |
2020-11-16 |
| Author: |
Donald Williams [aut, cre] |
| Maintainer: |
Donald Williams <drwwilliams at ucdavis.edu> |
| BugReports: |
https://github.com/donaldRwilliams/GGMncv/issues |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
GGMncv results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=GGMncv
to link to this page.