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covglasso

1.0.3Package record

Sparse Covariance Matrix Estimation

1packages depend
3.4Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 1.0.3
  • Minor bug fixes.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.8 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-04-22
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.0.3
READMENoVignettesNoNEWSYes · 100% structured · mentions 1.0.3Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
3includes a package overview page
Examples that run
100%1 run in a plain check
Exported functions with examples
50%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

3.4K
CRAN downloads in the past year
Rank #13,151 · ~9/day · ~279/mo
Daily download trend is not available in this view yet.
29130 days
87590 days
3.4K1 year
Compare downloads with other packages →
Also on365 r2u11 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing covglasso adds 2 packages (2 with compiled code, 2.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (1)
R >= 3.4
Imports (1)
LinkingTo (2)
Suggests (1)
MASS
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

People & History

People (2)
Author, Maintainer since 1.0 (2020)
Contributor
Releases (4)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • unarchivedReturned to CRAN
    2021-07-14
  • 1.0.3Latest
    record
    2021-07-14 · current release · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • archivedRemoved from CRAN
    2021-05-06
    check problems were not corrected in time
  • 1.0.2
    record
    2020-05-29 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.0.1
    record
    2020-02-08 · diff ↗
  • 1.0
    record
    2020-01-15
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2020-01-15
Total releases
4 / 6 yrs
License
GPL-3 OSI
Minimum R
≥ 3.4
Download size
8.7 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("covglasso")
Fop, M., & Wang, H. (2021). covglasso: Sparse Covariance Matrix Estimation (Version 1.0.3) [Computer software]. https://doi.org/10.32614/CRAN.package.covglasso

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for covglasso version 1.0.3 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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