GGMncv: Gaussian Graphical Models with Nonconvex Regularization

Estimate Gaussian graphical models with nonconvex penalties <doi:10.31234/>, including the 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 <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>. There are also extensions for computing variable inclusion probabilities, multiple regression coefficients, and statistical inference <doi:10.1214/15-EJS1031>.

Version: 2.0.0
Depends: R (≥ 4.0.0)
Imports: Rcpp (≥, Rdpack (≥ 0.11-1), reshape, ggplot2 (≥ 3.3.0), glassoFast (≥ 1.0), numDeriv (≥ 2016.8-1.1), mathjaxr (≥ 1.0-1), MASS (≥ 7.3-51.5), methods, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: qgraph (≥ 1.6.5)
Published: 2020-11-16
Author: Donald Williams [aut, cre]
Maintainer: Donald Williams <drwwilliams at>
License: GPL-2
NeedsCompilation: yes
Materials: README
CRAN checks: GGMncv results


Reference manual: GGMncv.pdf
Package source: GGMncv_2.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel: not available
macOS binaries: r-release: GGMncv_2.0.0.tgz, r-oldrel: not available
Old sources: GGMncv archive


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