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AdaptiveGlasso 1.0.0

Initial release

• Implements adaptive graphical lasso estimation for sparse precision-matrix and network estimation.
• Supports automatic selection of the regularization parameter by cross-validation using CVglasso.
• Supports user-supplied fixed values of lambda.
• Uses ridge stabilization of the sample covariance matrix.
• Constructs adaptive edge-specific weights and penalty matrices from an initial graphical lasso estimate.
• Provides fitted precision, covariance, adjacency, adaptive-weight, and adaptive-penalty matrices.
• Includes methods for printing fitted objects and extracting fitted matrices with coef().
• Supports settings with (n < p), (n = p), and (n > p).
• Includes automated unit tests and documentation for CRAN release.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.