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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2.0.0 by Donald Williams, 10 months ago

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Authors: Donald Williams [aut, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, Rdpack, reshape, ggplot2, glassoFast, numDeriv, mathjaxr, MASS, methods, stats, utils

Suggests qgraph

Linking to Rcpp, RcppArmadillo

Imported by GGMnonreg, IRCcheck, SEMgraph.

See at CRAN