Gaussian Graphical Models with Nonconvex Regularization

Estimate Gaussian graphical models with nonconvex penalties , including the atan Wang and Zhu (2016) , seamless L0 Dicker, Huang, and Lin (2013) , exponential Wang, Fan, and Zhu , smooth integration of counting and absolute deviation Lv and Fan (2009) , logarithm Mazumder, Friedman, and Hastie (2011) , Lq, smoothly clipped absolute deviation Fan and Li (2001) , and minimax concave penalty Zhang (2010) . There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference .


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install.packages("GGMncv")

2.1.1 by Donald Williams, a month ago


Report a bug at https://github.com/donaldRwilliams/GGMncv/issues


Browse source code at https://github.com/cran/GGMncv


Authors: Donald Williams [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, Rdpack, reshape, GGally, ggplot2, glassoFast, network, numDeriv, mathjaxr, MASS, methods, parallel, pbapply, sna, stats, utils

Suggests car, corpcor, corrplot, dplyr, NetworkToolbox, NetworkComparisonTest, nlshrink, rmarkdown, knitr

Linking to Rcpp, RcppArmadillo


Imported by GGMnonreg, IRCcheck, SEMgraph.

Suggested by bootnet.


See at CRAN