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>.
| Version: | 2.1.2 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rcpp (≥ 1.0.4.6), Rdpack (≥ 0.11-1), reshape, GGally (≥ 1.4.0), ggplot2 (≥ 3.3.0), glassoFast (≥ 1.0), network (≥ 1.15), numDeriv (≥ 2016.8-1.1), mathjaxr (≥ 1.0-1), MASS (≥ 7.3-51.5), methods, parallel, pbapply, sna (≥ 2.5), stats, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | car, corpcor, corrplot, dplyr, NetworkToolbox, NetworkComparisonTest, nlshrink, rmarkdown, knitr |
| Published: | 2026-05-04 |
| DOI: | 10.32614/CRAN.package.GGMncv |
| Author: | Donald Williams [aut], Philippe Rast [cre] |
| Maintainer: | Philippe Rast <rast.ph at gmail.com> |
| BugReports: | https://github.com/rast-lab/GGMncv/issues |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | GGMncv results |
| Reference manual: | GGMncv.html , GGMncv.pdf |
| Vignettes: |
NCT: CPU Time (source, R code) High Dimensional Data: Must Read!! (source, R code) Custom Network Comparison Tests (source, R code) NCT: Null Distributions (source) Positive Manifold (Sign Restriction) (source, R code) |
| Package source: | GGMncv_2.1.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
| Old sources: | GGMncv archive |
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