GGMncv: Gaussian Graphical Models with Nonconvex Regularization

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

Documentation:

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)

Downloads:

Package source:	GGMncv_2.1.2.tar.gz
Windows binaries:	r-devel: GGMncv_2.1.2.zip, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): GGMncv_2.1.2.tgz, r-oldrel (arm64): GGMncv_2.1.2.tgz, r-release (x86_64): GGMncv_2.1.2.tgz, r-oldrel (x86_64): GGMncv_2.1.2.tgz
Old sources:	GGMncv archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GGMncv to link to this page.