GGMncv

Estimate Gaussian graphical models with nonconvex penalties doi:10.31234/osf.io/ad57p, including the atan Wang and Zhu (2016) doi:10.1155/2016/6495417, seamless L0 Dicker, Huang, and Lin (2013) doi:10.5705/ss.2011.074, exponential Wang, Fan, and Zhu doi:10.1007/s10463-016-0588-3, smooth integration of counting and absolute deviation Lv and Fan (2009) doi:10.1214/09-AOS683, logarithm Mazumder, Friedman, and Hastie (2011) doi:10.1198/jasa.2011.tm09738, Lq, smoothly clipped absolute deviation Fan and Li (2001) doi:10.1198/016214501753382273, and minimax concave penalty Zhang (2010) doi:10.1214/09-AOS729. There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference doi:10.1214/15-EJS1031.

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