Gaussian Graphical Models with Nonconvex Regularization
Overview
Estimate Gaussian graphical models with nonconvex penalties, including methods described by Williams (2020) doi:10.31234/osf.io/ad57p. Penalties include 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, 2018) 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. The package also provides extensions for variable inclusion probabilities, multiple regression coefficients, and statistical inference (Janková and van de Geer, 2015) doi:10.1214/15-EJS1031.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK6 OK2026-05-05
Documentation
- Help pages
- 30includes a package overview page
- Examples that run
- 48%11 run in a plain check · 12 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 97%
- Return-value docs
- 100%
- Help pages citing references
- 57% with a bibliography file
Downloads
Repository
Stars over time
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Dependencies
Code & Tests
Datasets
People & History
Previously maintained by Donald Williams (1.0.0 to 2.1.1).
Pick two releases to compare their code metrics.
- unarchivedReturned to CRAN2026-05-04
- 2.1.2Latest
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-06-12issues were not corrected despite reminders
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 2.1.12021-12-15 · diff ↗
- 2.1.02021-12-14 · diff ↗ ·
removed 1 export
ggm_compareadded 10 exports
compare_edges, confirm_edges, gen_net, get_graph, kl_mvn, ledoit_wolf, mle_known_graph, nct, score_binary, significance_test - RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-11-16
- 2.0.02020-11-16 · diff ↗ ·
removed 1 export
GGMncvadded 4 exports
boot_eip, ggmncv, penalty_derivative, penalty_function - archivedRemoved from CRAN2020-10-20problems were not corrected in time
- 1.1.0
- 1.0.02020-07-06
Show 1 earlier eventHide 1 earlier event
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2020-07-06
- Total releases
- 6 / 6 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 140 KB / 3 files
- Download size
- 1.1 MB
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