covglasso

1.0.3

Sparse Covariance Matrix Estimation

1packages depend

3.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Michael FopFirst published 2020-01-154 releasesCRAN page ↗

Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) doi:10.1093/biomet/asr054 using the fast coordinate descent algorithm of Wang (2014) doi:10.1007/s11222-013-9385-5.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("covglasso", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-covglasso

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-covglasso

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-covglasso

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.9 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 100%

Downloads

3.3K

CRAN downloads in the past year

Rank #12,054 · ~9/day · ~277/mo

Releases R versions

Daily download trend is not available in this view yet.

28330 days

88590 days

3.3K1 year

Compare downloads with other packages →

Also on438 r2u12 autocran

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.4

Imports (1)

Rcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (1)

MASS

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

VecDep

Code & Tests

People & History

People (2)

Maintainer (1)

Michael Fop

Author, Maintainer

Authors (1)

Michael Fop

Author, Maintainer

Contributors (1)

Hao Wang

Contributor

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.0.3Latest
2021-07-14 · current release · diff ↗
unarchivedReturned to CRAN
2021-07-14
R
R 4.1.0 released · 2021-05-18
archivedRemoved from CRAN
2021-05-06
check problems were not corrected in time
1.0.2
2020-05-29 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.0.1
2020-02-08 · diff ↗
1.0
2020-01-15
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2020-01-15
Total releases: 4 / 6 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.4
Download size: 8.7 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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