r-cvglasso 1.0.1
Propagated dependencies: r-glasso@1.11 r-ggplot2@4.0.1 r-foreach@1.5.2 r-dplyr@1.1.4 r-doparallel@1.0.17
Channel: guix-cran
Home page: https://github.com/jmcurran/CVglasso
Licenses: GPL 2+
Build system: r
Synopsis: Lasso Penalized Precision Matrix Estimation
Description:
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.
Total packages: 1