cxreg: Complex-Valued Lasso and Complex-Valued Graphical Lasso

Implements 'glmnet'-style complex-valued lasso (CLASSO) and complex-valued graphical lasso (CGLASSO) via a pathwise coordinate descent algorithm for complex-valued parameters, using an isomorphism between complex numbers and 2x2 orthogonal matrices. Also provides a full inference pipeline for high-dimensional sparse spectral precision matrices, including data-driven bandwidth selection, one-step debiasing, asymptotic variance estimation, entry-wise confidence regions, and FDR-controlled hypothesis testing. Supporting tools for cross-validation, simulation, coefficient extraction, and plotting are included. See Deb, Kuceyeski, and Basu (2024) <doi:10.48550/arXiv.2401.11128> and Deb, Kim, and Basu (2026) <doi:10.48550/arXiv.2606.07986>.

Version:	1.1.2
Depends:	R (≥ 3.5.0)
Imports:	fields, foreach, gdata, grDevices, Matrix, methods, mvtnorm, stats, utils
Suggests:	devtools, doParallel, knitr, rmarkdown, testthat (≥ 3.0.0), tinytex, tools, xfun
Published:	2026-07-05
DOI:	10.32614/CRAN.package.cxreg
Author:	Younghoon Kim [aut, cre], Navonil Deb [aut], Sumanta Basu [aut]
Maintainer:	Younghoon Kim <ykim124 at ua.edu>
License:	MIT + file LICENSE
NeedsCompilation:	yes
Materials:	README, NEWS
CRAN checks:	cxreg results

Documentation:

Reference manual:	cxreg.html , cxreg.pdf
Vignettes:	An Introduction to cxreg (source, R code)

Downloads:

Package source:	cxreg_1.1.2.tar.gz
Windows binaries:	r-devel: cxreg_1.1.2.zip, r-release: cxreg_1.1.2.zip, r-oldrel: cxreg_1.1.2.zip
macOS binaries:	r-release (arm64): cxreg_1.1.2.tgz, r-oldrel (arm64): not available, r-release (x86_64): cxreg_1.1.2.tgz, r-oldrel (x86_64): cxreg_1.1.2.tgz
Old sources:	cxreg archive

Linking:

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