pdglasso: Graphical Lasso for Coloured Gaussian Graphical Models for Paired Data

Implements methods for coloured Gaussian graphical models with equality "R"estrictions on "CON"centration values (RCON models; Højsgaard and Lauritzen (2008) <doi:10.1111/j.1467-9868.2008.00666.x>) for paired data (pdRCON models). Provides an Alternating Direction Method of Multipliers (ADMM) algorithm for solving the penalized likelihood problem introduced by Ranciati and Roverato (2024) <doi:10.1007/s11222-024-10513-6>. Provides functions for computing maximum likelihood estimates and generating simulated pdRCON models and datasets.

Version:	2.0.1
Imports:	Rcpp (≥ 1.0.13), MASS
LinkingTo:	Rcpp, RcppEigen
Published:	2026-09-08
DOI:	10.32614/CRAN.package.pdglasso (may not be active yet)
Author:	Saverio Ranciati [aut], Alberto Roverato [aut], Anna Vesely [aut, cre], Peter Majcen [aut]
Maintainer:	Anna Vesely <anna.vesely2 at unibo.it>
License:	GPL (≥ 3)
NeedsCompilation:	yes
Materials:	README
CRAN checks:	pdglasso results

Documentation:

Reference manual:

pdglasso.html , pdglasso.pdf

Downloads:

Package source:	pdglasso_2.0.1.tar.gz
Windows binaries:	r-devel: not available, r-release: pdglasso_2.0.1.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): pdglasso_2.0.1.tgz, r-oldrel (x86_64): pdglasso_2.0.1.tgz

Linking:

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