Gaussian Graphical Models with Non-Convex Penalties

Estimate Gaussian graphical models with non-convex 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")

1.1.0 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, ggplot2, glassoFast, numDeriv, MASS, methods, psych, stats, utils

Suggests qgraph

Linking to Rcpp, RcppArmadillo


See at CRAN