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covglasso

Sparse Covariance Matrix Estimation

v1.0.3 · Jul 14, 2021 · GPL-3

Description

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>.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies Rcpp VecDep covglasso

Version History

new 1.0.3 Mar 10, 2026
updated 1.0.3 ← 1.0.2 diff Jul 13, 2021
updated 1.0.2 ← 1.0.1 diff May 28, 2020
updated 1.0.1 ← 1.0 diff Feb 7, 2020
new 1.0 Jan 14, 2020