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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2.1.1 by Donald Williams, a month ago

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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