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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1.1.0 by Donald Williams, 4 months ago

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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