Package: EMgaussian 0.2.2

EMgaussian: Expectation-Maximization Algorithm for Multivariate Normal (Gaussian) with Missing Data

Initially designed to distribute code for estimating the Gaussian graphical model with Lasso regularization, also known as the graphical lasso (glasso), using an Expectation-Maximization (EM) algorithm based on work by Städler and Bühlmann (2012) <doi:10.1007/s11222-010-9219-7>. As a byproduct, code for estimating means and covariances (or the precision matrix) under a multivariate normal (Gaussian) distribution is also available.

Authors:Carl F. Falk [cre, aut]

EMgaussian_0.2.2.tar.gz
EMgaussian_0.2.2.zip(r-4.7)EMgaussian_0.2.2.zip(r-4.6)EMgaussian_0.2.2.zip(r-4.5)
EMgaussian_0.2.2.tgz(r-4.6-x86_64)EMgaussian_0.2.2.tgz(r-4.6-arm64)EMgaussian_0.2.2.tgz(r-4.5-x86_64)EMgaussian_0.2.2.tgz(r-4.5-arm64)
EMgaussian_0.2.2.tar.gz(r-4.7-arm64)EMgaussian_0.2.2.tar.gz(r-4.7-x86_64)EMgaussian_0.2.2.tar.gz(r-4.6-arm64)EMgaussian_0.2.2.tar.gz(r-4.6-x86_64)
EMgaussian_0.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
EMgaussian/json (API)

# Install 'EMgaussian' in R:
install.packages('EMgaussian', repos = c('https://falkcarl.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/falkcarl/emgaussian/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

2.00 score 661 downloads 5 exports 81 dependencies

Last updated from:fb03a403c5. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK211
linux-devel-x86_64OK197
source / vignettesOK234
linux-release-arm64OK211
linux-release-x86_64OK221
macos-release-arm64OK219
macos-release-x86_64OK307
macos-oldrel-arm64OK286
macos-oldrel-x86_64OK444
windows-develOK210
windows-releaseOK182
windows-oldrelOK176
wasm-releaseOK179

Exports:em.covem.precEMggmrhogridstartvals.cov

Dependencies:caretclasscliclockcodetoolscpp11data.tablediagramdigestdplyre1071farverforeachfuturefuture.applygenericsggplot2glassoglassoFastglobalsgluegowergtablehardhatipredisobanditeratorsKernSmoothlabelinglatticelavalavaanlifecyclelistenvlubridatemagrittrMASSMatrixmatrixcalcmnormtModelMetricsnlmennetnumDerivparallellypbivnormpillarpkgconfigplyrpROCprodlimprogressrproxypurrrquadprogR6RColorBrewerRcppRcppArmadillorecipesreshape2rlangrpartS7scalesshapesparsevctrsSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr