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: pdglasso_2.0.1.zip |
| 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:
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