CVglasso
Lasso Penalized Precision Matrix Estimation
v1.0
·
Jun 4, 2018
·
GPL (>= 2)
Description
Estimates a lasso penalized precision matrix via the blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package that 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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
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r-devel-linux-x86_64-debian-gcc
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r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
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r-devel-macos-arm64
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r-devel-windows-x86_64
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'LazyData' is specified without a 'data' directory
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r-patched-linux-x86_64
*
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r-release-linux-x86_64
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r-release-macos-arm64
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
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r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
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r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
Reverse Dependencies (2)
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1.0
Mar 9, 2026