Description
Provides a method of recovering the precision matrix for Gaussian graphical models efficiently. Our approach could be divided into three categories. First of all, we use Hard Graphical Thresholding for best subset selection problem of Gaussian graphical model, and the core concept of this method was proposed by Luo et al. (2014) <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso under acyclic graph structure is implemented in our package (Fattahi and Sojoudi (2019) <https://jmlr.org/papers/v20/17-501.html>). Furthermore, we implement block coordinate descent algorithm to efficiently solve the covariance selection problem (Dempster (1972) <doi:10.2307/2528966>). Our package is computationally efficient and can solve ultra-high-dimensional problems, e.g. p > 10,000, in a few minutes.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| 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 | OK |
| 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)
CRAN incoming feasibility
Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’ The Description field contains <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’ The Description field contains <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
doc 1.1Mb
libs 4.9Mb
installed package size
installed size is 6.3Mb
sub-directories of 1Mb or more:
doc 1.1Mb
libs 4.9Mb
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Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’ The Description field contains <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Shiyun Lin <linshy27@mail2.sysu.edu.cn>’ The Description field contains <arXiv:1407.7819>. Secondly, a closed form solution for graphical lasso Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
doc 1.1Mb
libs 4.9Mb
installed package size
installed size is 6.3Mb
sub-directories of 1Mb or more:
doc 1.1Mb
libs 4.9Mb