cxreg
1.1.2Complex-Valued Lasso and Complex-Valued Graphical Lasso
Overview
Implements 'glmnet'-style complex-valued lasso (CLASSO) and complex-valued graphical lasso (CGLASSO) via a pathwise coordinate descent algorithm for complex-valued parameters, using an isomorphism between complex numbers and 2x2 orthogonal matrices. Also provides a full inference pipeline for high-dimensional sparse spectral precision matrices, including data-driven bandwidth selection, one-step debiasing, asymptotic variance estimation, entry-wise confidence regions, and FDR-controlled hypothesis testing. Supporting tools for cross-validation, simulation, coefficient extraction, and plotting are included. See Deb, Kuceyeski, and Basu (2024) doi:10.48550/arXiv.2401.11128 and Deb, Kim, and Basu (2026) doi:10.48550/arXiv.2606.07986.
Install
Health
- ERROR r-oldrel-macos-arm64
- ERROR2026-07-065 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 2.0 median / 33 max
- Test cases
- 15 / 0.12 per code line
- Documented parameters
- 86%
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
60 17 exported
Complexity
5.8 avg / 33 max
Call network
60 nodes / 41 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
1 release. R releases are shown for context.
- 1.1.2Latest2026-07-06 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-06
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 39 KB / 2 files
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet