Package: EMgaussian 0.2.1

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_0.2.1.tar.gz
EMgaussian_0.2.1.zip(r-4.5)EMgaussian_0.2.1.zip(r-4.4)EMgaussian_0.2.1.zip(r-4.3)
EMgaussian_0.2.1.tgz(r-4.5-x86_64)EMgaussian_0.2.1.tgz(r-4.5-arm64)EMgaussian_0.2.1.tgz(r-4.4-x86_64)EMgaussian_0.2.1.tgz(r-4.4-arm64)EMgaussian_0.2.1.tgz(r-4.3-x86_64)EMgaussian_0.2.1.tgz(r-4.3-arm64)
EMgaussian_0.2.1.tar.gz(r-4.5-noble)EMgaussian_0.2.1.tar.gz(r-4.4-noble)
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EMgaussian.pdf |EMgaussian.html
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:

openblascpp

2.60 score 593 downloads 5 exports 84 dependencies

Last updated 11 months agofrom:4bc02c4e9e. Checks:7 OK, 4 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 18 2025
R-4.5-win-x86_64NOTEFeb 18 2025
R-4.5-mac-x86_64NOTEFeb 18 2025
R-4.5-mac-aarch64NOTEFeb 18 2025
R-4.5-linux-x86_64NOTEFeb 18 2025
R-4.4-win-x86_64OKFeb 18 2025
R-4.4-mac-x86_64OKFeb 18 2025
R-4.4-mac-aarch64OKFeb 18 2025
R-4.3-win-x86_64OKFeb 18 2025
R-4.3-mac-x86_64OKFeb 18 2025
R-4.3-mac-aarch64OKFeb 18 2025

Exports:em.covem.precEMggmrhogridstartvals.cov

Dependencies:caretclasscliclockcodetoolscolorspacecpp11data.tablediagramdigestdplyre1071fansifarverforeachfuturefuture.applygenericsggplot2glassoglassoFastglobalsgluegowergtablehardhatipredisobanditeratorsKernSmoothlabelinglatticelavalavaanlifecyclelistenvlubridatemagrittrMASSMatrixmatrixcalcmgcvmnormtModelMetricsmunsellnlmennetnumDerivparallellypbivnormpillarpkgconfigplyrpROCprodlimprogressrproxypurrrquadprogR6RColorBrewerRcppRcppArmadillorecipesreshape2rlangrpartscalesshapesparsevctrsSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr