cglasso: Conditional Graphical LASSO for Gaussian Graphical Models with Censored and Missing Values

Conditional graphical lasso estimator is an extension of the graphical lasso proposed to estimate the conditional dependence structure of a set of p response variables given q predictors. This package provides suitable extensions developed to study datasets with censored and/or missing values. Standard conditional graphical lasso is available as a special case. Furthermore, the package provides an integrated set of core routines for visualization, analysis, and simulation of datasets with censored and/or missing values drawn from a Gaussian graphical model. Details about the implemented models can be found in Augugliaro et al. (2023) <doi:10.18637/jss.v105.i01>, Augugliaro et al. (2020b) <doi:10.1007/s11222-020-09945-7>, Augugliaro et al. (2020a) <doi:10.1093/biostatistics/kxy043>, Yin et al. (2001) <doi:10.1214/11-AOAS494> and Stadler et al. (2012) <doi:10.1007/s11222-010-9219-7>.

Version: 2.0.7
Depends: R (≥ 3.6.0), igraph
Imports: methods, MASS
Published: 2024-02-12
DOI: 10.32614/CRAN.package.cglasso
Author: Luigi Augugliaro ORCID iD [aut, cre], Gianluca Sottile ORCID iD [aut], Ernst C. Wit ORCID iD [aut], Veronica Vinciotti ORCID iD [aut]
Maintainer: Luigi Augugliaro <luigi.augugliaro at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: cglasso citation info
Materials: ChangeLog
In views: MissingData
CRAN checks: cglasso results


Reference manual: cglasso.pdf


Package source: cglasso_2.0.7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): cglasso_2.0.7.tgz, r-oldrel (arm64): cglasso_2.0.7.tgz, r-release (x86_64): cglasso_2.0.7.tgz, r-oldrel (x86_64): cglasso_2.0.7.tgz
Old sources: cglasso archive

Reverse dependencies:

Reverse suggests: EMgaussian


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