AdaptiveGlasso: Adaptive Graphical Lasso for Sparse Network Estimation
Implements an adaptive graphical lasso method for sparse precision matrix and network estimation. The method combines ridge stabilization, cross-validated regularization, an initial graphical lasso estimate, and adaptive edge-specific penalties to estimate sparse conditional dependence structures. The method supports settings where the sample size is smaller than, equal to, or larger than the number of variables.
| Version: | 1.0.0 |
| Imports: | CVglasso, glasso |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-10-24 |
| DOI: | 10.32614/CRAN.package.AdaptiveGlasso (may not be active yet) |
| Author: | Elizabeth B. Amona
 [aut, cre,
cph] |
| Maintainer: | Elizabeth B. Amona <amonaelizabeth1 at gmail.com> |
| BugReports: | https://github.com/elizabethamona/AdaptiveGlasso/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/elizabethamona/AdaptiveGlasso |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | AdaptiveGlasso results |
Documentation:
| Reference manual: | AdaptiveGlasso.html , AdaptiveGlasso.pdf |
Downloads:
| Package source: | AdaptiveGlasso_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=AdaptiveGlasso to link to this page.