CVglasso
1.0.1Lasso Penalized Precision Matrix Estimation
Overview
Estimates a lasso penalized precision matrix via blockwise coordinate descent (BCD). This package is a simple wrapper around the popular 'glasso' package and extends and enhances its capabilities. These enhancements include built-in cross validation and visualizations. See Friedman et al. (2008) doi:10.1093/biostatistics/kxm045 for details regarding the estimation method.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 20%
Downloads
Repository
Repository practices
3 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/jmcurran/cvglasso on 2026-08-23.
Dependencies
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.0.1Latest
- RR 4.6.0 released · 2026-04-24
- 1.02026-03-10
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2018-06-04
- Total releases
- 2 / 8 yrs
- License
- GPL (>= 2) OSI
- Download size
- 120 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("CVglasso")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.