covglasso
Sparse Covariance Matrix Estimation
Direct sparse covariance matrix estimation via the covariance graphical lasso by Bien, Tibshirani (2011) doi:10.1093/biomet/asr054 using the fast coordinate descent algorithm of Wang (2014) doi:10.1007/s11222-013-9385-5.
- Version1.0.3
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/14/2021
Documentation
Team
Michael Fop
Hao Wang
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Insights
Last 30 days
This package has been downloaded 215 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,136 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Apr 17, 2024 with 32 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
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Dependencies
- Imports1 package
- Suggests1 package
- Linking To2 packages
- Reverse Imports1 package