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DESCRIPTION
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Package: CVglasso
Type: Package
Title: Lasso Penalized Precision Matrix Estimation
Version: 1.0
Date: 2018-05-31
Authors@R: person("Matt", "Galloway", email = "gall0441@umn.edu",
role = c("aut", "cre"))
Description: Estimates a lasso penalized precision matrix via the 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.
URL: https://github.com/MGallow/CVglasso
BugReports: https://github.com/MGallow/CVglasso/issues
License: GPL (>= 2)
ByteCompile: TRUE
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
Imports: stats,
parallel,
foreach,
ggplot2,
dplyr,
glasso
Depends: doParallel
Suggests: testthat,
rmarkdown,
knitr,
pkgdown,
microbenchmark
VignetteBuilder: knitr